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Yuliya
Obsidian | Level 7

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

1 ACCEPTED SOLUTION

Accepted Solutions
Rick_SAS
SAS Super FREQ

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.

View solution in original post

3 REPLIES 3
Reeza
Super User

Please don't post the same question in multiple forums. 

 

If you have access to it, check Rick Wicklins book on Simulation in SAS. 

Yuliya
Obsidian | Level 7

Ok, sorry.

 

Thank you. 

 

Regards,

Yuliya

Rick_SAS
SAS Super FREQ

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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