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(This article was first published on <strong><a href="https://xianblog.wordpress.com/2017/11/14/normal-variates-in-metropolis-step/"> R – Xi'an's Og</a></strong>, and kindly contributed to <a rel="nofollow" href="https://www.r-bloggers.com/">R-bloggers)</a> </div>
<p><a rel="nofollow" href="https://stats.stackexchange.com/q/310325/7224" target="_blank"><img data-orig-file="https://xianblog.files.wordpress.com/2017/10/xvaled1027.png?w=450&amp;h=189&amp;fit=450%2C189&amp;resize=450%2C189" data-orig-size="1380,581" data-medium-file="https://xianblog.files.wordpress.com/2017/10/xvaled1027.png?w=450&amp;h=189&amp;fit=450%2C189&amp;resize=450%2C189?w=300" data-attachment-id="34699" data-image-meta="{" data-image-description="" src="https://xianblog.files.wordpress.com/2017/10/xvaled1027.png?w=450&h=189&fit=450%2C189&resize=450%2C189" data-permalink="https://xianblog.wordpress.com/2017/11/14/normal-variates-in-metropolis-step/xvaled1027/" data-large-file="https://xianblog.files.wordpress.com/2017/10/xvaled1027.png?w=450&amp;h=189&amp;fit=450%2C189&amp;resize=450%2C189?w=450" alt="" data-image-title="xvaled1027" sizes="(max-width: 450px) 100vw, 450px" data-comments-opened="1" class="wp-image-34699" data-recalc-dims="1"></a><strong>A</strong> definitely <a rel="nofollow" href="https://stats.stackexchange.com/q/310325/7224" target="_blank">puzzled participant</a> on X validated, confusing the Normal variate or variable used in the random walk Metropolis-Hastings step with its Normal density… It took some <a rel="nofollow" href="https://stats.stackexchange.com/a/310359/7224" target="_blank">cumulated efforts</a> to point out the distinction. Especially as the originator of the question had a rather <a rel="nofollow" href="https://stats.stackexchange.com/q/310325/7224" target="_blank">strong a priori</a> about his or her background:</p>
<blockquote>
<p><em><span>“I take issue with your assumption that advice on the Metropolis Algorithm is useless to me because of my ignorance of variates. I am currently taking an experimental course on Bayesian data inference and I’m enjoying it very much, i believe i have a relatively good understanding of the algorithm, but i was unclear about this specific.”</span></em></p>
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<p>despite pondering the meaning of the call to rnorm(1)… I will keep this question in store to use in class when I teach Metropolis-Hastings in a couple of weeks.</p>
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