MH sample

Hi,

I am trying to use "mhsample" command; make some samples by the MH algorithm. However, I am having a hard time dealing with "proppdf" and "proprnd", especially "proprnd". How can I find a criteria or solution to chose a good proposal pdf and its generator. For example, if I omit the "sum" of the first example of MATLAB HELP (for mhsample), I get second order moment about 4 instead of 8 (the code is in the following)! Why! what the generator essentially do?! Any help would be appreciated.

Thanks.

alpha = 2.43;
beta = 1;
pdf = @(x)gampdf(x,alpha,beta); %target distribution
proppdf = @(x,y)gampdf(x,floor(alpha),floor(alpha)/alpha);
proprnd = @(x)exprnd(floor(alpha)/alpha,1,1);
nsamples = 5000;
smpl = mhsample(1,nsamples,'pdf',pdf,'proprnd',proprnd,'proppdf',proppdf);
xxhat = cumsum(smpl.^2)./(1:nsamples)';
plot(1:nsamples,xxhat)