Markov Chain Monte Carlo
Certification Method & Definitions
12 Constant Leading Digits
Average Level of Difficulty
2 Parameters (,)
Joint prior density for
This dataset was generated to assess computational inaccuracy of MCMC
software. The generated data is based on work published by Stephen Simon and
James Lesage. They identified two types of error that can particularly affect
ANOVA computations, cancellation error and
accumulation error. These same types of errors
can also affect MCMC computations. Software that is not written
to control these errors can produce inaccurate output which can sometimes be
serious enough to change the qualitative conclusions of the data analysis.
Even though the primary focus of these datasets is identification of problems caused by cancellation or accumulation error, these datasets may also identify errors in other aspects of MCMC software.
The formula used to generate this data is: