Typos in Chapter 8

Phew!, we are now done with the solution manual in the sense that we have compiled solutions for all odd-numberedd exercises (but one!) and solved a fair number of even-numbered exercises. As it stands, the manual is 120 pages long and I am exhausted by the run to produce it over the past week. I hope this will be helpful for readers of “Introducing Monte Carlo Methods with R”, but, if nothing else, looking at the book from a student’s perspective has helped in uncovering typos. Here is the last batch:

— In Exercise 8.1, we need a bit more stability in the Markov chain to ensure that it has a finite variance. The assumption that both first moments are finite is not enough. Thomas Clerc from Fribourg also pointed out to me that the lazy programming (I stole from my R course students!) of the form beta=c(beta,betaprop) should not be encouraged!

— in Example 8.9, $Y_k\sim\mathcal{N}(\theta_i,\sigma^2)$ should be $Y_i\sim\mathcal{N}(\theta_i,\sigma^2)$ and the $\theta_i$ ‘s are normal, not the $\mu_i$ ‘s…

— in Exercise 8.7, it is the distribution on $\alpha$ that is closed-form, not the one on $\mu$ .

— in Exercise 3.17, George Casella found another typo, namely that in question b it should be $X|Y\sim\mathcal{G}a(1,y)$ , not $X|Y\sim\mathcal{G}a(1,y)$ .

This entry was posted on January 17, 2010 at 12:08 am and is filed under Books, R, Statistics with tags Introducing Monte Carlo Methods with R, MCMC, Monte Carlo methods, simulation, typos. You can follow any responses to this entry through the RSS 2.0 feed. You can leave a response, or trackback from your own site.

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