Notes for Computational Statistics

introduction

one of the textbook for statistical computing

Bessel’s inequality

• just expand the square

transform of the CDF

• characteristic function: need to know more later
• moment generating function: Taylor, easy.

Monte Carlo Methods for Statistical Inference

task: estimate a quantity related to a dist.

• theta = intergrate f(x) over some region
• decomposit to intergrate g(x)p(x) ==> theta = E_p[g(x)]
• rarely the best in low dimensional cases