Exercises for Mon Nov 17: ¡­

Exercises for Mon Nov 17:

First: Use the Gibbs Sampler to draw 1000 samples (x,y,z) from the trivariate normal with means zero and covariance matrix Sigma, with rows (1,rho,rho^2), (rho,1,rho), (rho^2,rho,1), with rho = 0.777.

Then: Exam stk 4020 2004, no. 2, with this additional point: estimate theta with the loss function |thetahat - theta|^(3/2).