Quantile Std Dev
Key Quantile Std Dev in Simulation Report refers to the standard deviations (error estimates) associated with the quantiles shown at Quantiles
These are always computed in the case of a randomized simulation, due to the additional computational effort being low.
But in the case of a standard, non-randomized simulation these standard deviations are computed only if so instructed by the entry Report Quantile Std Devs
It is a mathematical fact that the estimated p-th quantile is asymptotically normal around the true p-th quantile α with variance equal to p(1-p)/[Nf(α)²] where f(x) is the probability density function of the related random variable and N is the sample size.The standard deviation of the estimated p-th quantile equals the square root of that variance.