Convergence Diagnostics for the Gibbs Sampler

The Gibbs sampler is a substantially powerful tool in Bayesian analysis. However, it is necerssary to choose the numbert of iterations and the size of random samples. This problem has been studied by many researchers. The proposed procedures by them are generally difficult to apply to a practical problem. The attraction of the sampling based approaches is their conceptual simplicity and ease of implementation for users with available computing resources but without numerical analytic efforts. In this paper we consider the problem of determining the number of iterations t, which is simple to application.