Typos from the ’Og
Christian P. Robert
October 10, 2011
Introducing Monte Carlo Methods with R
1.
(Thanks to Kazue Ishida, Japanese translator of the book)
The demos for
chapters 2 and 5 do not work, due to an upgrade of R that invalidated
my (much) older syntax. The demos should be ﬁxed within the package
mcsm any time soon.
2.
(Thanks to Jerry Sin)
On page 11, matrix summation in the matrix com
mands of Figure 1.2 should be matrix multiplication.
3.
(Thanks to Liaosa Xu from Virginia Tech)
On page 20, when we mention
the uniform over the set
±
(
a,b
) :
y
i
(
a
+
bx
i
)
>
log
u
i
1

u
i
²
this set is missing (a) an intersection sign before the curly bracket and (b)
a (

1)
y
i
instead of the
y
i
. It should be
n
\
i
=1
±
(
a,b
) : (

1)
y
i
(
a
+
bx
i
)
>
log
u
i
1

u
i
²
4.
(Thanks to Matthieu Gomez)
In formula (2.1), the transform for the
gamma
G
)
α,β
) distribution assumes
β
is a scale parameter, while the
remainder of the book takes the opposite convention.
5. In Exercise 2.17, page 58, question d. should be
d. Show that the maximum
of
b

a
(1

b
)
a

α
is attained at
b
=
a/α
.
6. In Exercise 2.21, page 59, in item (ii),

θ

should be replaced by
√
λ
and
question b. should be removed.
7. On page 71, due to the late inclusion of an extraexercise in the book, the
above exercise
in Exercise 3.5 actually means Exercise 3.3.
8.
(Thanks to Brad McNeney, Simon Fraser University)
The end of Example
3.6 (page 75) is missing a marginal estimate, i.e. there is a
x
(1

x
) missing
from
m
(
x
). It should have been obvious from the estimates we derived,
19 and 16, which do not even appear on the support of the posterior
distribution represented on Figure 3.5. The R code is given as
> mean(y[,1]*apply(y,1,f)/den)/mean(apply(y,1,h)/den)
[1] 19.33745
> mean(y[,2]*apply(y,1,f)/den)/mean(apply(y,1,h)/den)
[1] 16.54468
1