K B Athreya is a Professor at Cornell University. His research interests include mathematical analysis, probability theory and its application and statistics. He enjoys writing for Resonance. His spare time is spent listening to Indian classical music

Mohan Delampady is at the Indian Statistical Institute, Bangalore. His research interests include robustness, nonparametric inference and computing in Bayesian statistics.

T Krishnan is now a full-time Technical Consultant to Systat Software Asia-Pacific Ltd., in Bangalore, where the technical work for the development of the statistical software Systat takes place. His research interests have been in statistical pattern recognition and biostatistics.

In Part 1 we considered Monte Carlo methods based on independent identically distributed random draws from specified distributions, which we called the IID case. In this Part 2, we carry the methodology further by considering random draws following the Markovian regime. In Part 4, we discuss some applications of the Markov chain Monte Carlo (MCMC) method in some statistical problems wherein the IID Monte Carlo is not applicable. In Part 3, we discuss some statistical preliminaries required for an understanding of the statistical issues involved.

Read full article (149 Kb) *

Address for Correspondence

K B Athreya
School of ORIE
Rhodes Hall
Cornell University, Ithaca
New York 14853, USA

Mohan Delampady
Indian Statistical Institute
8th Mile, Mysore Road
Bangalore 560 059, India.

T Krishnan
Systat Software Asia-Pacific Ltd.
Floor 5, ‘C’ Tower
Golden Enclave, Airport Road
Bangalore 560 017, India.