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...it normal model) and multiplied into the alternative measures; this is similar to the semi-parametric bootstrap idea of using a model to appropriately scale the variance of an empirical distribution (=-=Efron and Tibshirani 1993-=-). Here we use the above methods to assess the convergence of the shape parameter in the example of Section 2.1. Figure 2 displays the numerator and denominator of the interval based convergence A mea...

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... made much more precise, as in the "Rao-Blackwellization" procedure of Gelfand and Smith (1990), which uses the analytic form of the conditional target distribution of $ given the rest of 8 (see also =-=Tanner and Wong 1987-=-). However, even these procedures are ultimately applied by averaging over the iterations of all the simulated sequences, after discarding burn-in. This suggests that "convergence" can be quantified i...