Request for Comments
نویسنده
چکیده
are computed by averaging over 100 replications and are reported in Table 1. Clearly, the PB method performs well and less well for large k and small k values, respectively, because of the choice of the “moderately big” model. Evidently, the estimator μ̂full estimates μ well for small k values but poorly for large k values, depending on the true model. In terms of the accuracy of prediction, Êrr estimates Err poorly for small k values, yielding bias against candidate models of small size, and vice verse for large k values. Generally, it is impossible to eliminate this problem if any model-dependent μ̂ is used for μs in sampling. By comparison, the “model-free” DP method estimates Err consistently well across all situations.
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تاریخ انتشار 1997