Abstract
This short note argues that 95% confidence intervals for MCMC estimates can be obtained even without establishing a CLT, by multiplying their widths by 2.3.
Citation
Jeffrey S. Rosenthal. "Simple confidence intervals for MCMC without CLTs." Electron. J. Statist. 11 (1) 211 - 214, 2017. https://doi.org/10.1214/17-EJS1224
Information
Received: 1 October 2016; Published: 2017
First available in Project Euclid: 1 February 2017
zbMATH: 1395.62104
MathSciNet: MR3604023
Digital Object Identifier: 10.1214/17-EJS1224
Rights: Copyright © 2017 The Institute of Mathematical Statistics and the Bernoulli Society
