文章基本信息
- 标题：Simple confidence intervals for MCMC without CLTs
- 本地全文：下载
- 作者：Jeffrey S. Rosenthal
- 期刊名称：Electronic Journal of Statistics
- 印刷版ISSN：1935-7524
- 出版年度：2017
- 卷号：11
- 期号：1
- 页码：211-214
- DOI：10.1214/17-EJS1224
- 语种：English
- 出版社：Institute of Mathematical Statistics
- 摘要：This short note argues that 95% confidence intervals for MCMC estimates can be obtained even without establishing a CLT, by multiplying their widths by 2.3.
