0
$\begingroup$

Suppose that we observe data that range from negative to positive support. Now, suppose we use a likelihood specification that is a Gamma, or some other distribution with strict positive support. I can guess that whether this MCMC chain fails depends on the prior specification. In general, would the results of our MCMC chain be incorrect?

$\endgroup$
  • 3
    $\begingroup$ If the observed aren't in the support of the likelihood, then the likelihood can't be computed and MCMC should fail. $\endgroup$ – Demetri Pananos Feb 28 at 20:46

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.