Generate a sample from a binormal distribution

Reference no: EM13965211

Suppose the target distribution is

(X, Y) ∼ N0 \ 1 ρ \\ , . 0 ρ 1

Then write the Gibbs sampler to generate a sample from this distribution. In particular, say, we start with (X, Y) = (12, 12) and ρ = 0.7. What is the Gibbs procedure to generate a sample from a binormal distribution?

Reference no: EM13965211

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