Confidence intervals from simulations based on 4-independent random variables

Using an algorithm of Joffe (Ann. Probab. 2 (1974) 161-162) we generate a finite sequence of 4-independent random variables. Using this sequence we find a confidence interval with coverage probability exceeding a value close to 1-[alpha] for [theta]=E{g(U)} where U=(U1,...,Us) with U1,...,Us independent and identically U(0,1) distributed random variables and g(u)[set membership, variant]{0,1} for all .

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Year of publication:	1999
Authors:	Kabaila, Paul
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 45.1999, 2, p. 141-147
Publisher:	Elsevier
Subject:	k-independent random variables Confidence interval

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005211898