Compare the results from Exercise 12.7 for estimating the percentile points of the t3 distribution to those using importance sampling from the Cauchy (t1) distribution together with weighted versions...


Compare the results from Exercise 12.7 for estimating the percentile points of the t3 distribution to those using importance sampling from the Cauchy (t1) distribution together with weighted versions of the estimates cˆ1, cˆ2, cˆ3, cˆ4.



May 03, 2022
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