Monte Carlo conditioning on a sufficient statistic

DOI10.1093/BIOMET/92.2.451MaRDI QIDQ5479503zbMATH OpenOpenAlexFDO

Authors Bo Henry Lindqvist, Gunnar Taraldsen

Publication date 10 July 2006

Published in Biometrika (Search for Journal in Brave)

Full work available at URL http://cds.cern.ch/record/550408

zbMATH Keywords

Monte Carlo simulationConditional distributionSufficiencyFiducial distributionPivotal statistic

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Monte Carlo methods (65C05) Sufficient statistics and fields (62B05)

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Cited in

(16)

• Fiducial Inferences for the Truncated Exponential Distribution
• Monte Carlo and Quasi–Monte Carlo Density Estimation via Conditioning
• Exact conditional tests and approximate bootstrap tests for the von Mises distribution
• A counterexample to a claim about stochastic simulations
• On fiducial generators
• On the proper treatment of improper distributions
• Conditional Monte Carlo revisited
• Durbin's random substitution and conditional Monte Carlo
• One step to efficient synthetic data
• How many inner simulations to compute conditional expectations with least-square Monte Carlo?
• Thinning a Wishart random matrix
• A Metropolis algorithm to obtain co-sufficient samples with applications in conditional tests
• Optimal finite sample post-selection confidence distributions in generalized linear models
• Acceptance–Rejection Sampling from the Conditional Distribution of Independent Discrete Random Variables, given their Sum
• Conditional fiducial models
• Simulation-Based, Finite-Sample Inference for Privatized Data

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