R: Compare two double-exponentials approximations to a normal...
normbyde
R Documentation
Compare two double-exponentials approximations to a normal distribution
Description
This simple program compares a double-exponential distribution with
parameter a=1 and a double-exponential distribution with
parameter a!=1 in their approximation to the standard normal
distribution. Quite obviously, this function is not to be used when compared
when rnorm.
Usage
normbyde(nsim = 10^3, a = 3)
Arguments
nsim
Number of simulations
a
Scale of the second double-exponential scale
Value
The function produces a tryptich graph with the comparison of the cumulated
averages, and both acf graphs.
Author(s)
Christian P. Robert and George Casella
References
From Chapter 6 of EnteR Monte Carlo Statistical Methods