We have previously discussed the importance of estimating uncertainty in our measurements and incorporating it into data analysis 1. To know the extent to which we can generalize our observations, we ...

The Annals of Applied Probability, Vol. 9, No. 4 (Nov., 1999), pp. 1202-1225 (24 pages) This paper analyzes the performance of importance sampling distributions for computing expectations with respect ...

Here are four programs that demonstrate sampling distributions. For each one, a "population" of 20,000 elements is established. The user selects a sample size and random samples are drawn from the ...

We examine autoregressive time series models that are subject to regime switching. These shifts are determined by the outcome of an unobserved two-state indicator variable that follows a Markov ...