NIST StRD Dataset Archives
Main
MCMC Page
mcmc03
Dataset
Certified Values

Dataset
Name:

mcmc03
           
           

Procedure: Markov Chain Monte Carlo
Certification Method & Definitions

Data: 11 Observations
11 Constant Leading Digit
Average 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
  10000000000.200000000000000
0.033709993123162
10000000000.132819085883166
10000000000.200000000000000
10000000000.267180914116834

0.108372230793914
0.027485625202104
0.069871704416342
0.103462818336964
0.175493354741336