tuitions of mcmc Ordinary monte carlo d. sequenceⅪ1,k2,…, special case of MCMc stationary and reversible Estimator for k=Elg(x)): An n3( Variance of the estimator: -(from CLT) 6=∑g(X)-2Intuitions of MCMC • Ordinary Monte Carlo: – i.i.d. sequence 𝑋1 , 𝑋2 , ⋯, special case of MCMC, stationary and reversible – Estimator for : – Variance of the estimator: 𝜎 2 𝑛 (from CLT)