Question: Can someone please help with this? 5.68 If we use the Metropolis Algorithm rather than the Accept/Reject Algorithm we are freed from verifying the supremum

Can someone please help with this? 5.68 If we use the MetropolisCan someone please help with this?

5.68 If we use the Metropolis Algorithm rather than the Accept/Reject Algorithm we are freed from verifying the supremum condition of the Accept/Reject Algorithm. Of Section 6.8 MISCELLANEA 267 course, we give up the property of getting random variables with exactly the dis- tribution we want and must settle for an approximation. (a) Show how to use the Metropolis Algorithm to generate a random variable with an approximate Student's t distribution with v degrees of freedom, starting fronm n(0, 1) random variables (b) Show how to use the Accept/Reject Algorithm to generate a random variable with a Student's t distribution with v degrees of freedom, starting from Cauchy random (c) Show how to use transformations to generate directly a random variable with a (d) For v 2,10, 25 compare the methods by generating a sample of size 100. Which (Mengersen and Tweedie 1996 show that the convergence of the Metropolis Algorithm variables Student's t distribution with v degrees of freedom method do you prefer? Why? is much faster if the supremum condition is satisfied, that is, if sup f/g S M

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