9 votes
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How can I fit distribution for data which "almost fits"?

The overwhelming majority of datasets do not perfectly fit any parameterised class of distributions used in probability theory. Those classes of distributions represent an infinitesimally small ...
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  • 100k
3 votes
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Can I say that $T_n$ is a consistent estimator of $\theta$ by Monte Carlo simulation under this setting?

My answer is in terms of leading questions. You're trying to establish a fact about what happens with $T_n$ in the limit (as $n\to\infty$). You stopped looking at some finite $n$. You have ...
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1 vote
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How to verify the convergence rate in Monte Carlo simulation?

I'm not sure if it will work 100%, but to show that your estimator has the convergence rate of $O_p(N^{-\frac{1}{3}})$ and you want assess it, from the definition for any given $\epsilon > 0$: $$\...
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