mcmc05

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Dataset Information

Dataset
Name:

mcmc05

Procedure:

Markov Chain Monte Carlo
Certification Method & Definitions

Data:

11 Observations
13 Constant Leading Digits
Higher Level of Difficulty
Generated Data
Data File
Additional Information

Model:

2 Parameters ( $\mu$ , $\sigma^2$ )
$y_i = \mu + \varepsilon_i, \ \ \varepsilon_i \sim N(0,\sigma^2)$

Prior:

Joint prior density for $\mu$ and $\sigma$ is
proportional to $\frac{1}{\sigma}d\mu d\sigma$

Results:

Certified Values

Reference:

Simon, Stephen D. and Lesage, James P. (1989).
"Assessing the Accuracy of ANOVA Calculations in Statistical Software".
Computational Statistics & Data Analysis, 8, pp. 325-332.