done! [#1]

After spending a few hours grading my 127 exams for most nights of this week, I am finally done with it! One of the exam questions was the simulation of XY when (X,Y) is a bivariate normal vector with correlation ρ, following the trick described in a X validated question asked a few months ago, namely that

XY≡R{cos(πU)+ρ}

but no one managed to establish this representation. And, as usual, some students got confused between parameters θ and observations x when writing a posterior density, since the density of the prior was defined in the exam with the dummy x, thereby recovering the prior as the posterior. Nothing terrible and nothing exceptional with this cohort of undergraduates. And now I still have to go through my second pile of exams for the graduate course I taught on Bayesian computational tools…

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