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To simulate a sample with Gibbs sampling

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Occasional Contributor
Posts: 14
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To simulate a sample with Gibbs sampling

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


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‎09-05-2016 03:58 PM
SAS Super FREQ
Posts: 3,416

Re: To simulate a sample with Gibbs sampling

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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Grand Advisor
Posts: 17,427

Re: To simulate a sample with Gibbs sampling

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

 

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

Occasional Contributor
Posts: 14

Re: To simulate a sample with Gibbs sampling

Ok, sorry.

 

Thank you. 

 

Regards,

Yuliya

Solution
‎09-05-2016 03:58 PM
SAS Super FREQ
Posts: 3,416

Re: To simulate a sample with Gibbs sampling

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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