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(10) Student's / density with v degrees of freedom is given by f(x; r(+¹1) 2 ₁ V v+1 2 . Calculate (₂) VI the mean of at distribution with v = 6 degrees of freedom using a Metropolis - Hastings algorithm with the proposal density: (i) N(0, 1); and (ii) with v=3 degrees of freedom.

(10) Student's / density with v degrees of freedom is given by f(x; r(+¹1) 2 ₁ V v+1 2 . Calculate (₂) VI the mean of at distribution with v = 6 degrees of freedom using a Metropolis - Hastings algorithm with the proposal density: (i) N(0, 1); and (ii) with v=3 degrees of freedom.

MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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(10) Student's t density with v degrees of freedom is given by f(x; v) = 2 H VTT v+1 2 X 2 Calculate r the mean of a t distribution with v = 6 degrees of freedom using a Metropolis - Hastings algorithm with the proposal density: (i) N(0,1); and (ii) t with v = 3 degrees of freedom.
Transcribed Image Text:(10) Student's t density with v degrees of freedom is given by f(x; v) = 2 H VTT v+1 2 X 2 Calculate r the mean of a t distribution with v = 6 degrees of freedom using a Metropolis - Hastings algorithm with the proposal density: (i) N(0,1); and (ii) t with v = 3 degrees of freedom.
(10) Student's t density with a degrees of freedom is given by f(2; 1) = (³)_1 z(1 + z²/2}-{9423/2_ Calculate the mean of a t distribution with = 6 degrees of freedom using a Metropolis- Hastings algorithm with the proposal density: (1) N(0,1); and (ii) ± with 2 = 3 degrees of freedom.
Transcribed Image Text:(10) Student's t density with a degrees of freedom is given by f(2; 1) = (³)_1 z(1 + z²/2}-{9423/2_ Calculate the mean of a t distribution with = 6 degrees of freedom using a Metropolis- Hastings algorithm with the proposal density: (1) N(0,1); and (ii) ± with 2 = 3 degrees of freedom.
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