Suppose the target distribution is Then write the Gibbs sampler to generate a sample from this distribution.
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Then write the Gibbs sampler to generate a sample from this distribution. In particular, say, we start with (X, Y) = (12, 12) and Ï = 0.7. What is the Gibbs procedure to generate a sample from a binormal distribution? [The pdf of a bivariate normal distribution with
Is given by
wheRe ' denotes the vector transpose.]
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Mathematical Statistics With Applications In R
ISBN: 9780124171138
2nd Edition
Authors: Chris P. Tsokos, K.M. Ramachandran
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