Title of article
A counterexample to a claim about stochastic simulations
Author/Authors
Lindqvist، Bo Henry نويسنده , , Taraldsen، Gunnar نويسنده , , Lillegard، Magnar نويسنده , , Engen، Steinar نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2003
Pages
-488
From page
489
To page
0
Abstract
Engen & Lillegard (1997) presented a general method for doing Monte Carlo simulations conditioned on a sufficient statistic.The basic idea was to adjust the parameter values in the corresponding unconditional simulation so that the actual value of the sufficient statistic is obtained, and the claim was that if this adjustment is unique then the modified simulation is from the conditional distribution. Unfortunately the claim is not correct, as shown by a counterexample.
Keywords
Stochastic simulation , Sufficient statistic , Conditional distribution
Journal title
Biometrika
Serial Year
2003
Journal title
Biometrika
Record number
71842
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