Statistics Colloquium

THE DEPARTMENT OF MATHEMATICAL SCIENCES AND
THE CENTER FOR APPLIED MATHEMATICS AND STATISTICS,
NEW JERSEY INSTITUTE OF TECHNOLOGY

1:00 PM
Thursday, July 10, 2003

Cullimore Hall Room 611
New Jersey Institute of Technology


John Tavantzis

Department of Mathematical Sciences, New Jersey Institute of Technology

" Workshop on Markov Chain Monte Carlo Simulation "

This will be a workshop type of talk and will be on: Markov Chain Monte Carlo Simulation based on the Hastings-Metropolis algorithm which constructs a Markov chain having a specified probability mass function as its limiting distribution. The Gibbs sampler will also be illustrated.