NIST/ITL StRD Dataset Name: mcmc02 (mcmc02.dat) File Format: ASCII Certified Values (lines 41 to 47) Data (lines 61 to 71) Procedure: Markov chain Monte Carlo 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. Data: 11 Observations 10 Constant Leading Digits Lower Level of Difficulty Generated Data Model for Data: 2 Parameters (mu, sigma) y_{i} = mu + epsilon_{i} epsilon_{i} ~ N(0, sigma^2) Prior Distribution for Parameters: (mu, sigma) ~ 1/sigma Certified Values: Parameter Certified Value Posterior mean of mu 1000000000.200000000000000 Posterior standard deviation of mu 0.033709993123162 2.5% posterior quantile of mu 1000000000.132819085883166 50.0% posterior quantile of mu 1000000000.200000000000000 97.5% posterior quantile of mu 1000000000.267180914116834 Posterior mean of sigma 0.108372230793914 Posterior standard deviation of sigma 0.027485625202104 2.5% posterior quantile of sigma 0.069871704416342 50.0% posterior quantile of sigma 0.103462818336964 97.5% posterior quantile of sigma 0.175493354741336 Data: y ----------------- 1000000000.2 1000000000.1 1000000000.3 1000000000.1 1000000000.3 1000000000.1 1000000000.3 1000000000.1 1000000000.3 1000000000.1 1000000000.3