15 6 Regarding Examples 15 2 and 15 3, show the following (i) fX(x), or X(B) B fX(x) dx, is a stationary distribution for the Markov chain Xt (ii) fY (y), or Y (B) B fY (y) dy, is a stationary distribution for the Markov chain Yt (iii) f(x, y), or (B) B f(x, y) dx dy, is a stationary distribution ...

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=+15.6. Regarding Examples 15.2 and 15.3, show the following: (i) fX(x), or X(B) = B fX(x)

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=+15.6. Regarding Examples 15.2 and 15.3, show the following:

(i) fX(x), or πX(B) =

B fX(x) dx, is a stationary distribution for the Markov chain Xt.

(ii) fY (y), or πY (B) =

B fY (y) dy, is a stationary distribution for the Markov chain Yt.

(iii) f(x, y), or π(B) =

B f(x, y) dx dy, is a stationary distribution for the Markov chain Zt.

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Large Sample Techniques For Statistics

ISBN: 9781441968265

1st Edition

Authors: Jiming Jiang

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=+15.6. Regarding Examples 15.2 and 15.3, show the following: (i) fX(x), or X(B) = B fX(x)

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Large Sample Techniques For Statistics

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