

The density can be written as
f(x;)=h(x;)/
(),
where h(x;) is explicitely described, and
()=
h(x;)dx
is intractable and referred to as the normalizing constant.
Therefore the density cannot be calculated explicitely.
Markov chain Monte Carlo methods can be used to simulate a realization drawn
from a given distribution. Let
x1,...,xm
be realizations from the distribution with parameters
(,,R).
Then the mean value is approximated by the sample mean,
E,, n(X)  1  /  m 

n(x 

)  and  E,, s(X;R)  1  /  m 

s(x 

;R) 
This page was last modified on September 28th 2001 