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Markov Chain Monte Carlo Methods

In: Encyclopedia of Measurement and Statistics
Edited by: Neil J. Salkind

Markov chain Monte Carlo (MCMC) is a modification of the Monte Carlo simulation method. In a typical Monte Carlo simulation, we are trying to compute the expectation of some random variable, which we do by sampling ...

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  Salkind, N. J. (2007). Markov chain monte carlo methods. In Encyclopedia of measurement and statistics (pp. 569-573). Sage Publications, Inc., https://dx.doi.org/10.4135/9781412952644.n267
  
  Salkind, Neil J. "Markov Chain Monte Carlo Methods." In Encyclopedia of Measurement and Statistics, edited by Salkind, Neil J., 569-73. Thousand Oaks, CA: Sage Publications, Inc., 2007. https://dx.doi.org/10.4135/9781412952644.n267.
  
  Salkind, N. J. 2007. Markov Chain Monte Carlo Methods. In: Neil J. Salkind Editor, 2007. Encyclopedia of Measurement and Statistics, Thousand Oaks, CA: Sage Publications, Inc. pp. 569-573 Available at: <https://dx.doi.org/10.4135/9781412952644.n267> [Accessed 28 Jun 2022].
  
  Salkind, Neil J. "Markov Chain Monte Carlo Methods." Encyclopedia of Measurement and Statistics. Edited by Thousand Oaks: Sage Publications, Inc., 2007, pp. 569-73. SAGE Research Methods. 28 Jun 2022, doi: https://dx.doi.org/10.4135/9781412952644.n267.
  
  Salkind, Neil J. (2007). Markov chain monte carlo methods In:Markov chain Monte Carlo methods Encyclopedia of measurement and statistics Thousand Oaks, CA: Sage Publications, Inc.; 2007:569-573. doi:10.4135/9781412952644.n267
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