CAS Exam MAS-II Fall 2018, Question 17
Study guide: Exam MAS-II
A chain of parameters is sampled using the Gibbs algorithm. The length of the chain is 2,500. 25% of the samples are regarded as warm-up. The autocorrelation, \rho, is computed at each lag, k.
k |
\rho_k |
|---|---|
| 0 | 1.00 |
| 1 | 0.82 |
| 2 | 0.73 |
| 3 | 0.54 |
| 4 | 0.56 |
| 5 | 0.42 |
| 6 | 0.31 |
| 7 | 0.28 |
| 8 | 0.17 |
| 9 | 0.18 |
| 10 | 0.04 |
| 11 | -0.01 |
| 12 | 0.02 |
| 13 | -0.03 |
| 14 | 0.01 |
| 15 | -0.03 |
| 16 | 0.02 |
| 17 | 0.00 |
| 18 | 0.05 |
| 19 | -0.01 |
| 20 | -0.02 |
Calculate the effective sample size of the chain.
- A) Less than or equal to 200
- B) Greater than 200 but less than or equal to 225
- C) Greater than 225 but less than or equal to 250
- D) Greater than 250 but less than or equal to 275
- E) Greater than 275
Answer this question and see the worked solution