Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2026/iii/paper-219/3/d/solution

Discard burn-in from the MCMC output and retain the sampled coordinate. A normalized histogram or kernel density estimation of these draws approximates . Autocorrelation changes the Monte Carlo uncertainty, so uncertainty bands should use the chain's effective sample size rather than its raw length.

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