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2017 Simple confidence intervals for MCMC without CLTs
Jeffrey S. Rosenthal
Electron. J. Statist. 11(1): 211-214 (2017). DOI: 10.1214/17-EJS1224

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.

Citation

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Jeffrey S. Rosenthal. "Simple confidence intervals for MCMC without CLTs." Electron. J. Statist. 11 (1) 211 - 214, 2017. https://doi.org/10.1214/17-EJS1224

Information

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

zbMATH: 1395.62104
MathSciNet: MR3604023
Digital Object Identifier: 10.1214/17-EJS1224

Rights: Copyright © 2017 The Institute of Mathematical Statistics and the Bernoulli Society

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Vol.11 • No. 1 • 2017
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