# Typos in Chapter 8

**Xi'an's Og » R**, and kindly contributed to R-bloggers]. (You can report issue about the content on this page here)

Want to share your content on R-bloggers? click here if you have a blog, or here if you don't.

**P**hew!, we are now done with the solution manual in the sense that we have compiled solutions for all odd-numberedd exercises (but one!) and solved a fair number of even-numbered exercises. As it stands, the manual is 120 pages long and I am exhausted by the run to produce it over the past week. I hope this will be helpful for readers of “** Introducing Monte Carlo Methods with R**”, but, if nothing else, looking at the book from a student’s perspective has helped in uncovering typos. Here is the last batch:

– In Exercise 8.1, we need a bit more stability in the Markov chain to ensure that it has a finite variance. The assumption that both first moments are finite is not enough. Thomas Clerc from Fribourg also pointed out to me that the lazy programming (I stole from my R course students!) of the form beta=c(beta,betaprop) should not be encouraged!

– in Example 8.9, should be and the ’s are normal, not the ’s…

– in Exercise 8.7, it is the distribution on that is closed-form, not the one on .

– in Exercise 3.17, George Casella found another typo, namely that in question b it should be , not .

Posted in Books, R, Statistics Tagged: Introducing Monte Carlo Methods with R, MCMC, Monte Carlo methods, simulation, typos

**leave a comment**for the author, please follow the link and comment on their blog:

**Xi'an's Og » R**.

R-bloggers.com offers

**daily e-mail updates**about R news and tutorials about learning R and many other topics. Click here if you're looking to post or find an R/data-science job.

Want to share your content on R-bloggers? click here if you have a blog, or here if you don't.