** Next:** Simulations using time series
** Up:** Monte Carlo simulations
** Previous:** Monte Carlo simulations

From one thousand Monte Carlo trials of the dimension and entropy
estimates using simulated data, i.e. independent distances drawn from
the distribution (equation (3)), the means and variances were estimated.
These were compared with the specified and and the asymptotic
variances.
The estimators and the expressions for the asymptotic variances
appear to be accurate if both
and
are larger than about 50.

webmaster@rullf2.xs4all.nl