Data Augmentation - Research Design, Sampling, and Analysis - Handout | STATS 201A, Study notes of Statistics

Material Type: Notes; Class: Research Design, Sampling, and Analysis; Subject: Statistics; University: University of California - Los Angeles; Term: Unknown 1989;

Typology: Study notes

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Uploaded on 08/27/2009

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2.3 Dada angmentatlon UD) The Gibbs sampler A vandowr yectoy X is pootibtmed into J sebvestors, X= (WK X5) Target ahistwbatten 1S P(X). Gibhs Samplers Given Pa cx x 7 x), wee obtain He yoke BE OM a tevdinnul dist bablens yer P| Xi wey “ ; Ke) te) 1) +H tt we) P(X LX tet) ye) by SH Lune ively dlrawig from Ha yt" _ PLXs |x ye" ) yt Xe). rib Then hy "| be Bl? ~f forms & Mod, wilh stattna ry alain P(X) sity ol x X ay tow. Applewtten ta misstng ~ dete peble ms: simulate, Piel Y ons, Yrs J simple, = {pe PEE, Yes | Yors ) &Yous y (ely. vs, hs) PUYerg (Ye by yay, Dak angmentaltin . PLE| Yers )_ ts diffralt & Two - block, Gribles sampler. o. t _ ote , A i hae g, Yunis ~ P( Yuais | Vous. gt ) \ 2 s ; itt sei . 2° Given Yas) gh PCE | Yor, Yate) > {ip yoy) ebebe Mee, wih shatieanag ashe PLB, Yas | Yous ) {9 i tel Zon $ z sletivneny olisth PE e | Yeus ) yc eac = sting die PC Yes [Yas ) ic) \ RRS Y,2 i) vid