## 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 $X|Y\sim\mathcal{G}a(1,y)$.

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