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Iid Gaussian - 2 Latent Factors

This document discusses simulations run for a statistical test on a dataset with independent and identically distributed Gaussian observations with two latent factors. The statistical test was found to be infeasible for a dataset with N=T=500 observations and 10,000 simulations, but feasible for a dataset with the same N=T=500 observations and number of simulations.

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Alain-Philippe Fortin
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48 views4 pages

Iid Gaussian - 2 Latent Factors

This document discusses simulations run for a statistical test on a dataset with independent and identically distributed Gaussian observations with two latent factors. The statistical test was found to be infeasible for a dataset with N=T=500 observations and 10,000 simulations, but feasible for a dataset with the same N=T=500 observations and number of simulations.

Uploaded by

Alain-Philippe Fortin
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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IID GAUSSIAN- 2 LATENT FACTORS - INFEASIBLE STATISTIC

N=T=500 MCsimul=10,000
IID GAUSSIAN- 2 LATENT FACTORS - FEASIBLE STATISTIC

N=T=500 MCsimul=10,000

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