Markov Chain Monte Carlo(MCMC), as a computer-intensive statistical tool, has been widely used in getting the samples from posterior distribution. Specially Gibbs sampler is a useful method. In this paper the Antithetic variates Gibbs sampler which ha...
Markov Chain Monte Carlo(MCMC), as a computer-intensive statistical tool, has been widely used in getting the samples from posterior distribution. Specially Gibbs sampler is a useful method. In this paper the Antithetic variates Gibbs sampler which has better reduction variance is developed. Also simulation results give the better results than Gibbs samper.