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math.ST2025
Zero variance self-normalized importance sampling via estimating equations
Art B. Owen
In ordinary importance sampling with a nonnegative integrand there exists an importance sampling strategy with zero variance. Practical sampling strategies are often based on appro…
math.ST2025
Better bootstrap t confidence intervals for the mean
Art B. Owen
This article explores combinations of weighted bootstraps, like the Bayesian bootstrap, with the bootstrap method for setting approximate confidence intervals for the mean of a…
math.ST2025
Coverage errors for Student's t confidence intervals comparable to those in Hall (1988)
Art B. Owen
Table 1 of Hall (1988) contains asymptotic coverage error formulas for some nonparametric approximate 95\% confidence intervals for the mean based on IID samples. The table inc…