Difference between revisions of "AP Statistics Curriculum 2007 Bayesian Gibbs"
(New page: Gibbs sampling is an algorithm to generate a sequence of samples from the joint probability distribution of two or more random variables. The purpose of this sequence is to approximate the...) |
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Revision as of 02:08, 2 June 2009
Gibbs sampling is an algorithm to generate a sequence of samples from the joint probability distribution of two or more random variables. The purpose of this sequence is to approximate the joint distribution, or to compute an expected value. Gibbs sampling is a special case of the Metropolis-Hastings algorithm also making it an example of a Markov chain Monte Carlo algorithm.
