16.3 A one-parameter chain is constructed such that in two intervals A and B the following values...
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16.3 A one-parameter chain is constructed such that in two intervals A and B the following values are accepted into the chain:
A W 10; 11; 13; 11; 10 B W 7; 8; 1; 11; 10; 8I where A is an initial interval, and B an interval at the end of the chain. Not knowing how the chain was constructed, use the Geweke z score to determine whether the chain might have converged.
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Related Book For
Statistics And Analysis Of Scientific Data
ISBN: 9781493982394
2nd Edition
Authors: Massimiliano Bonamente
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