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Table 11 Results of the AMIS method for the example in Section 6.4

From: A survey of Monte Carlo methods for parameter estimation

MSE

1.58

1.57

1.53

1.48

1.42

1.29

1.48

1.71

N

10

20

50

100

200

500

1000

2000

T

1000

500

200

100

50

20

10

5

E

NT=104

MSE range

Min MSE= 1.29———Max MSE= 1.71