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A Zero-Math Introduction to Markov Chain Monte Carlo Methods

First, some terminology. A parameter of interest is just some number that summarizes a phenomenon were interested in. In general we use statistics to estimate parameters. For example, if we want to learn about the height of human adults, our parameter of interest might be average height in in inches. A distribution is a mathematical representation of every possible value of our parameter and how likely we are to observe each one. The most famous example is a bell curve: