Data Science, Sampling, Statistics, Machine Learning, Artificial Intelligence.
multivariate Gaussian with 1 and 3 means and 2 and 10 standard deviation and 0.9 covariance. The empirical means are 1.01 and 2.98, estimated by the Gibbs sampling are 1.00 and 2.98. The empirical standard deviations and covariance are 1.95, 10.07 and 0.85. Gibbs sampling estimates those with 1.95,