To simulate a sample with Gibbs sampling

[Yuliya]

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

[Reeza]

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]

Ok, sorry.

Thank you. 

Regards,

Yuliya

[Rick_SAS · Accepted solution]

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.