NIST StRD Data Archive

Markov Chain Monte Carlo

Line


Background Information

Model for Data:  
y_i = \mu + \varepsilon_i, \ \ \varepsilon_i \sim N(0,\sigma^2)

Prior Distributions for Parameters: Joint prior density for  
\mu
and  
\sigma
is proportional to  
\frac{1}{\sigma}d\mu d\sigma


Dataset Name
Level of
Difficulty
Constant
Leading
Digits
Number of
Observations
Source

mcmc01 Lower   9 11 Generated
mcmc02 Lower 10 11 Generated
mcmc03 Average 11 11 Generated
mcmc04 Average 12 11 Generated
mcmc05 Higher 13 11 Generated
mcmc06 Higher 14 11 Generated