The parameters of the Normal proposal distribution are chosen using maximum likelihood estimation. The mean μ is set to the sample mean of the retained g∗ samples, and the standard deviation σ is set to the square root of the sample second central moment of those samples.
Conditions: The proposal family is restricted to Normal distributions.; The data used for fitting are the retained samples satisfying X>γ.
The parameters of the Normal proposal distribution are chosen using maximum likelihood estimation. The mean μ is set to the sample mean of the retained g∗ samples, and the standard deviation σ is set to the square root of the sample second central moment of those samples.
Conditions: The proposal family is restricted to Normal distributions.; The data used for fitting are the retained samples satisfying X>γ.
The confidence interval is constructed as a symmetric interval around the point estimate. The half-width is calculated by multiplying 1.96 by the sample standard deviation of the weighted estimator array, and then dividing by the square root of the number of proposal samples.
Conditions: Uses the sample standard deviation of the weighted estimates.; The interval is presented as a numerical summary based on a normal approximation.
The confidence interval is constructed as a symmetric interval around the point estimate. The half-width is calculated by multiplying 1.96 by the sample standard deviation of the weighted estimator array, and then dividing by the square root of the number of proposal samples.
Conditions: Uses the sample standard deviation of the weighted estimates.; The interval is presented as a numerical summary based on a normal approximation.