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
normbyde(nsim = 10^3, a = 3)
Number of simulations
Scale of the second double-exponential scale
The function produces a tryptich graph with the comparison of the cumulated averages, and both acf graphs.
Christian P. Robert and George Casella
From Chapter 6 of EnteR Monte Carlo Statistical Methods
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