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Using parallel computation to improve Independent Metropolis--Hastings based estimation
MCMC algorithm independent Metropolis{Hastings
2010/10/19
In this paper, we consider the implications of the fact that parallel raw-power can be exploited by a generic Metropolis--Hastings algorithm if the proposed values are independent. In particular, we p...
Functional asymptotic confidence intervals for a common mean of independent random variables
Lindeberg's condition symmetric random variable Student statistic Student process Wiener process functional central limit theorem
2009/9/16
We consider independent random variables (r.v.'s) with a common mean $mu$ that either satisfy Lindeberg's condition, or are symmetric around $mu$. Present forms of existing functional central limit th...