Hi,
I have f(X,Y) and would like to simulate a marginal f(x) with the Gibbs sampling where conditional distribution of X is Binomial and conditional distribution of Y is Beta.
Thank you for any ideas.
Regards,
Yuliya
I would use PROC MCMC, which supports Gibbs sampling.
If you insist on using SAS/IML, there are several papers on the topic. Search lexjansen.com for
"Gibbs sampling" iml
and you will find several papers that can get you started.
Please don't post the same question in multiple forums.
If you have access to it, check Rick Wicklins book on Simulation in SAS.
Ok, sorry.
Thank you.
Regards,
Yuliya
I would use PROC MCMC, which supports Gibbs sampling.
If you insist on using SAS/IML, there are several papers on the topic. Search lexjansen.com for
"Gibbs sampling" iml
and you will find several papers that can get you started.
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