𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Sharp entropy bounds for discrete statistical simulation

✍ Scribed by Dan Romik

Book ID
104302955
Publisher
Elsevier Science
Year
1999
Tongue
English
Weight
115 KB
Volume
42
Category
Article
ISSN
0167-7152

No coin nor oath required. For personal study only.

✦ Synopsis

We deΓΏne a general procedure for simulating a given discrete distribution using a sequence of i.i.d. random variables. This procedure is used to prove that a natural information-theoretic bound on the number of samples required to simulate the distribution can be arbitrarily approached in a limiting sense.

πŸ“œ SIMILAR VOLUMES

Sharp bounds for the expected value of o
Sharp bounds for the expected value of order statistics
✍ J.S. Huang πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 109 KB

Asymmetric sharp bounds are obtained for the expected values of order statistics using Moriguti's idea of the greatest convex minorant. It rectifies some results in the literature.

Sharp upper and lower bounds for asympto
Sharp upper and lower bounds for asymptotic levels of some statistical tests
✍ Jiming Jiang πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 258 KB

Suppose that Zl ..... Zu are iid according to a distribution F that is symmetric about (. Three widely used tests of H0:(=0 against H1:(>0 are the t-, Wilcoxon and sign tests. Tests that reject when at least one of the above three tests exceeds the standard normal critical value u~ are considered an