On the Mixture of Normal and Half-Normal Distributions

Algorithm 1

  The mcmc algorithm for estimates.

(1)	Initiate with , , .
(2)	Set .
(3)	Simulate from proposal distribution .
(4)	Evaluate the acceptance probability .
(5)	Draw .
(6)	If , put , else put .
(7)	Do steps (2)–(6) for and .
(8)	Put .
(9)	Repeat steps (3)–(8) times to obtain , …, .