e estimation power as
the <span class="math inline">\(N\)</span> autocorrelated samples. For example, estimation error is
proportional to <span class="math inline">\(1 / \sqrt{N_{\mathrm{eff}}}\)</span> rather than
<span class="math inline">\(1/\sqrt{N}\)</span>.</p>
<p>The effective sample size of a sequence is defined in terms of the
autocorrelations within the sequence at different lags. The
autocorrelation <span class="math inline">\(\rho_t\)</span> at lag <span class="math inline">\(t \geq 0\)</span> f