Compare two double-exponentials approximations to a normal distribution

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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

1
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

See Also

rnorm

Examples

1
normbyde(10^4,5)

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