Confidence intervals from simulations based on 4-independent random variables

Paul Kabaila

Statistics & Probability Letters, 1999, vol. 45, issue 2, 141-147

Abstract: Using an algorithm of Joffe (Ann. Probab. 2 (1974) 161-162) we generate a finite sequence of 4-independent random variables. Using this sequence we find a confidence interval with coverage probability exceeding a value close to 1-[alpha] for [theta]=E{g(U)} where U=(U1,...,Us) with U1,...,Us independent and identically U(0,1) distributed random variables and g(u)[set membership, variant]{0,1} for all .

Keywords: k-independent; random; variables; Confidence; interval (search for similar items in EconPapers)
Date: 1999
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