Student's T, density with v degrees of freedom is given by -(v+1)/2 r() 1 x2 1+...

 

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Student's T, density with v degrees of freedom is given by -(v+1)/2 r(발) 1 x2 1+ f(x\v) = Calculate the mean of a T distribution with 4 degrees of freedom using a Metropolis- Hastings algorithm with candidate density (use M = 10000 random numbers). (a) N(0, 1) (b) T with 2 degrees of freedom. Then compare two results (acceptance rates and mixing). Student's T, density with v degrees of freedom is given by -(v+1)/2 r(발) 1 x2 1+ f(x\v) = Calculate the mean of a T distribution with 4 degrees of freedom using a Metropolis- Hastings algorithm with candidate density (use M = 10000 random numbers). (a) N(0, 1) (b) T with 2 degrees of freedom. Then compare two results (acceptance rates and mixing).

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