Monte Carlo conditioning on a sufficient statistic
نویسندگان
چکیده
منابع مشابه
Monte Carlo conditioning on a sufficient statistic
In this paper we derive general formulae suitable for Monte Carlo computation of conditional expectations of functions of a random vector given a sufficient statistic. The problem of direct sampling from the conditional distribution is considered in particular. It is shown that this can be done by a simple parameter adjustment of the original statistical model, provided the model has a certain ...
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ژورنال
عنوان ژورنال: Biometrika
سال: 2005
ISSN: 1464-3510,0006-3444
DOI: 10.1093/biomet/92.2.451