musigma2: A set of objects used to estimate the population mean and variance in a
Gaussian model with ABC.
Description
musigma2 loads in five R objects: par.sim is a data
frame and contains the parameter values of the simulated data sets,
stat is a data frame and contains the simulated summary
statistics, stat.obs is a data frame and contains the observed
summary statistics, post.mu and post.sigma2 are data
frames and contain the true posterior distributions for the two
parameters of interest, $\mu$ and $\sigma^2$, respectively.source
The observed statistics are the mean and variance of the sepal of
Iris setosa, estimated from part of the iris data.
The data were collected by Anderson, Edgar.Details
The prior of $\sigma^2$ is an inverse $\chi^2$ distribution
with one degree of freedom. The prior of $\mu$ is a normal
distribution with variance of $\sigma^2$. For this simple example,
the closed form of the posterior distribution is available.References
Anderson, E. (1935). The irises of the Gaspe Peninsula, Bulletin
of the American Iris Society, 59, 2-5.