le size (ESS). Given independent samples, the central limit theorem bounds uncertainty in estimates based on the number of samples <span class="math inline">\(N\)</span>. Given dependent samples, the number of independent samples is replaced with the effective sample size <span class="math inline">\(N_{\mathrm{eff}}\)</span>, which is the number of independent samples with the same estimation power as the <span class="math inline">\(N\)</span> autocorrelated samples. For example, estimation error is proport