Displaying 2 results from an estimated 2 matches for "theta_hat".
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2006 Feb 20
1
Nested AIC
Greetings,
I have recently come into some confusion over weather or not AIC
results for comparing among models requires that they be nested.
Reading Burnham & Anderson (2002) they are explicit that nested
models are not required, but other respected statisticians have
suggested that nesting is a pre-requisite for comparison. Could
anyone who feels strongly regarding either position
2011 May 18
0
Simple MC integration question
...00
a <- 2; b <- 4
for (i in 1:iter){
x <- runif(n, a, b)
MCs[i] <- (b-a)*mean(exp(-x))
}
hist(MCs, freq=FALSE)
<\code>
Which shows a nice normal distribution around the theoretical value,
with a small variance.
On the 125. page of the book the author says that the
Var(theta_hat)=(b-a)^2/m*Var(g(X)).
I try to compare the theoretical normal distribution with the simulated
one, but the two normal distributions are far from each other.
I thought Var(g(X)) was 1, because g(x) is exponential with lambda 1,
but probably thats not true.
Any help is appreciated, thanks:
Daniel