CAS Exam MAS-II Fall 2018, Question 19
Study guide: Exam MAS-II
The following statements about the Gelman-Rubin convergence diagnostic are provided.
- I. It measures autocorrelation of samples within a chain.
- II. It aids in determining whether there are a sufficient number of chains in the sampling process.
- III. It is used to help assess convergence of multiple chains in the sampling process.
Determine which of the above statements are true.
- A) I only
- B) II only
- C) III only
- D) I, II and III
- E) The answer is not given by (A), (B), (C), or (D)
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