  We present a strategy for a statistically rigorous Bayesian approach to the
problem of determining cosmological parameters from the results of observations
of anisotropies in the cosmic microwave background. Our strategy relies on
Markov chain Monte Carlo methods, specifically the Metropolis-Hastings
algorithm, to perform the necessary high-dimensional integrals. We describe the
Metropolis-Hastings algorithm in detail and discuss the results of our test on
simulated data.
