Electronic Journal of Statistics

Simple confidence intervals for MCMC without CLTs

Jeffrey S. Rosenthal

Full-text: Open access

Abstract

This short note argues that 95% confidence intervals for MCMC estimates can be obtained even without establishing a CLT, by multiplying their widths by 2.3.

Article information

Source
Electron. J. Statist. Volume 11, Number 1 (2017), 211-214.

Dates
Received: October 2016
First available in Project Euclid: 1 February 2017

Permanent link to this document
http://projecteuclid.org/euclid.ejs/1485939613

Digital Object Identifier
doi:10.1214/17-EJS1224

Citation

Rosenthal, Jeffrey S. Simple confidence intervals for MCMC without CLTs. Electron. J. Statist. 11 (2017), no. 1, 211--214. doi:10.1214/17-EJS1224. http://projecteuclid.org/euclid.ejs/1485939613.


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