Testing the assumptions behind importance sampling

Testing the assumptions behind importance sampling

Importance sampling is used in many areas of modern econometrics to approximate unsolvable integrals. Its reliable use requires the sampler to possess a variance, for this guarantees a square root speed of convergence and asymptotic normality of the estimator of the integral. However, this assumption is seldom checked. In this paper we use extreme value theory to empirically assess the appropri...

Testing the assumptions behind the use of importance sampling

Importance sampling is used in many aspects of modern econometrics to approximate unsolvable integrals. Its reliable use requires the sampler to possess a variance, for this guarantees a square root speed of convergence and asymptotic normality of the estimator of the integral. However, this assumption is seldom checked. In this paper we propose to use extreme value theory to empirically assess...

The Assumptions Behind Dempster's Rule

This paper examines the concept of a combination rule for belief functions. It is shown that two fairly simple and apparently reasonable assumptions determine Dempster’s rule, giving a new justification for it.

Assumptions behind Intercoder Reliability Indices

Intercoder reliability is the most often used quantitative indicator of measurement quality in content studies. Researchers in psychology, sociology, education, medicine, marketing and other disciplines also use reliability to evaluate the quality of diagnosis, tests and other assessments. Many indices of reliability have been recommended for general use. This article analyzes 22, which are org...

Testing Assumptions of Distance Sampling on a Pelagic Seabird