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Answers for “如何从保留的 $g^*$ 样本中选择正态重要性采样建议分布的参数?”

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The parameters of the Normal proposal distribution are chosen using maximum likelihood estimation. The mean μ\mu is set to the sample mean of the retained g∗g^* samples, and the standard deviation σ\sigma 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>γX>\gamma.