Question: Suppose the target distribution is Then write the Gibbs sampler to generate a sample from this distribution. In particular, say, we start with (X, Y)
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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
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Is given by
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wheRe ' denotes the vector transpose.]
(X,Y)N
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