mcmc05

Main MCMC Page	mcmc05 Dataset

Certified Values

Dataset
Name:

mcmc05

Procedure:

Markov Chain Monte Carlo
Certification Method & Definitions

Data:

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

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 $\frac{1}{\sigma}d\mu d\sigma$

Parameter		Certified Value
Posterior mean of $\mu$ Posterior standard deviation of $\mu$ 2.5% posterior quantile of $\mu$ 50.0% posterior quantile of $\mu$ 97.5% posterior quantile of $\mu$ Posterior mean of $\sigma$ Posterior standard deviation of $\sigma$ 2.5% posterior quantile of $\sigma$ 50.0% posterior quantile of $\sigma$ 97.5% posterior quantile of $\sigma$		1000000000000.200000000000000 0.033709993123162 1000000000000.132819085883166 1000000000000.200000000000000 1000000000000.267180914116834 0.108372230793914 0.027485625202104 0.069871704416342 0.103462818336964 0.175493354741336