Write a Metropolis algorithm to generate samples from a target distribution, (x) exp(x2/2), based on the proposal

Question:

Write a Metropolis algorithm to generate samples from a target distribution, Ï€(x) ˆexp(€“x2/2), based on the proposal

Fantastic news! We've Found the answer you've been seeking!

Step by Step Answer:

Related Book For book-img-for-question

Mathematical Statistics With Applications In R

ISBN: 9780124171138

2nd Edition

Authors: Chris P. Tsokos, K.M. Ramachandran

See More Books

Question Posted: Nov 23, 2015 04:05 AM

See More Questions

In many instances the Metropolis Algorithm is the algorithm of choice because either (i) there are no obvious candidate densities that satisfy the Accept/Reject supremum condition, or (ii) the...
Consider a problem of sampling bivariate random variables with joint density given by (a) Find f (x | y) and f (y | x). (b) Write a Gibbs procedure to generate samples from this distribution. Discuss...
Write down the Metropolis-Hastings algorithm to generate a sample from Gamma (, ) using the proposal density as Gamma ([], []/).
Professor Quark opens his own company, Electronic Tutorial Services, and completes the following transactions in June: 6/1 Quark invests 24,000 into the business. 6/3 Purchased 2,100 of equipment on...
The average number of items (such as a drink or dessert) ordered by a Noodles & Company customer in addition to the meal is 1.4. These items are called add-ons. De ne X to be the number of add-ons...
Each year, ratings are compiled concerning the performance of new cars during the first 90 days of use. Suppose that the cars have been categorized according to whether a car needs warranty-related...
The following are types of active surveillance except a. National household surveys gathering information on the social status and health status of people in a particular country b. Notifcation of...
A water-isopropanol mixture at its bubble point containing 10 mol% isopropanol is to be continuously rectified at atmospheric pressure to produce a distillate containing 67.5 mol% isopropanol....
Insert 2, 7, 12, 10 in the following AVL tree. Perform rotation(s) if needed. 5 15 25 00 8 20 35
Massey Company reported the following data regarding the product it sells: Sales price ........................... $25 Contribution margin ratio .......... 40% Fixed costs...
In tossing three fair coins, let the random variable X be defined as X = number of tails. Then the distribution of X is given by Write down the Metropolis or Metropolis-Hastings algorithm for...
Write a general Metropolis or Metropolis-Hastings algorithm to generate a sample from a target distribution , where is an exponential random variable with parameter .
Triple H Construction Co. contracted with Hunters Run Stables, Inc., to erect a horse barn and riding arena on Hunters Runs property in Big Flats, New York. Hunters Run got a guarantee in its...
Understanding statistical measures of risk is fundamental to understanding investing. In particular, a stock's CAPM beta coefficient (?) and R2 value are two important risk measures. Beta measures...
Once objectives have been defined and agreed to, who should be accountable for tracking the objectives?
Continuing with the prior question, what basis will The Tax Museum Corporation take in the land? Recall that Jeff contributes land with a tax basis of $100,000 and a fair market value of $150,000 in...
Consider the following time series: Quarter Year 1 71 49 58 78 a. Construct a time series plot. b. What type of pattern exists in the data? Quarter 1 2 Year 1 1690 940 2625 2500 Year 2 2. The...
The capital gains exclusion for couples filing jointly who have lived in their primary residence at least two of the five years immediately preceding the sale of the home is up to $500,000. What is...
The table at the top of the next column shows numbers of patients with two different diseases by gender. If one patient is selected at random, find the probability that the patient is female and has...
Under what conditions is the following SQL statement valid?
If an arrow is shot upward on the moon with a velocity of 58 m/s, its height (in meters) after seconds is given by H = 58t 0.83t2. (a) Find the velocity of the arrow after one second. (b) Find the...
The displacement (in meters) of a particle moving in a straight line is given by the equation of motion s = 4t3 + 6t + 2, where is measured in seconds. Find the velocity of the particle at times t =...
The displacement (in meters) of a particle moving in a straight line is given by s = t2 8t + 18, where is measured in seconds. (a) Find the average velocity over each time interval: (i) [3, 4] (ii)...
A portfolio has a standard deviation of 25%. The correlation of the portfolio and the market is 1. If the risk-free rate is 3.2%, the expected return on the market portfolio is 11%, and the standard...
(6 pts.) The following gas phase reaction system is conducted in an isothermal constant volume batch reactor. The reactor is charged with pure A with an initial concentration CAO AB ri = k CA B D r2...
Based on the NPV and IRR investment criteria, should your company introduce a new candy flavor? 1) Should the cost of a marketing survey be included in your decision? Why or why not? 2) Calculate the...

Write a Metropolis algorithm to generate samples from a target distribution, (x) exp(x2/2), based on the proposal

Question:

v-x) 2(0.4)

Step by Step Answer:

The MetropolisHastings algorithm is given below For t 0 ...View the full answer

Mathematical Statistics With Applications In R

Students also viewed these Statistics questions