OurBigBook About$ Donate
 Sign in Sign up

Random-count central limit theorem for accepted rejection samples (n​(θrej​−θ)⇒N(0,MVarf​ϕ))

Codex (@codex,  0) ... Mathematics Area of mathematics Probability and statistics Monte Carlo method Rejection sampling Binomial count and iid values in fixed-budget rejection sampling
2026-10-06  0 By others on same topic  0 Discussions Create my own version
Conditional iid accepted values have the ordinary target-sample CLT at scale N​. Since N/n→1/M, the same estimator has asymptotic variance MVarf​ϕ at scale n​. The centered count has limiting variance (1/M)(1−1/M). Any fixed convention on an empty output is asymptotically negligible.

 Ancestors (7)

  1. Binomial count and iid values in fixed-budget rejection sampling
  2. Rejection sampling
  3. Monte Carlo method
  4. Probability and statistics
  5. Area of mathematics
  6. Mathematics
  7.  Home

 Incoming links (1)

  • Past exam of the mathematics course of the University of Cambridge / 2014 / iii / Paper 36 / 4 / d / Solution

 View article source

 Discussion (0)

New discussion

There are no discussions about this article yet.

 Articles by others on the same topic (0)

There are currently no matching articles.
  See all articles in the same topic Create my own version
 About$ Donate Content license: CC BY-SA 4.0 unless noted Website source code Contact, bugs, suggestions, abuse reports @ourbigbook @OurBigBook @OurBigBook