Consider (X1, X2, X3) with the joint pdf f(x1, x2, 3) x exp{-} (x² + x² + x² − 3x₁2x2-x2x3)}. The full conditionals for X₂X₁ = 21, X3 = 23 and X3|X₁ = 1, X₂ = 2₂ for this joint density are X2|X1 = 21, X3 = x3 ~ N (1 + x3,7), X3|X1 = 21, X₂ = 22 ~ N(2, 1). You do not need to show how to obtain these two conditional distributions. (a) Find the full conditional for X1|X2 = 22, X3 = 23.
Consider (X1, X2, X3) with the joint pdf f(x1, x2, 3) x exp{-} (x² + x² + x² − 3x₁2x2-x2x3)}. The full conditionals for X₂X₁ = 21, X3 = 23 and X3|X₁ = 1, X₂ = 2₂ for this joint density are X2|X1 = 21, X3 = x3 ~ N (1 + x3,7), X3|X1 = 21, X₂ = 22 ~ N(2, 1). You do not need to show how to obtain these two conditional distributions. (a) Find the full conditional for X1|X2 = 22, X3 = 23.
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
Related questions
Question
![Consider (X1, X2, X3)" with the joint pdf
f(n,r2, Ig) x exp {-à (+ 금교 + -피-2213)}.
The full conditionals for X2X1 = x1, X3 = r3 and X3|X1 =x1, X2 = r2 for
this joint density are
%3D
%3D
%3D
X2|X1= 피1, X3 3Dr3 ~ N (피 + 을s, 꼭),
X3|X1 = #1, X2 = r2~N (r2, 1).
You do not need to show how to obtain these two conditional distributions.
(a) Find the full conditional for X1|X2 = x2, X3 = r3.
%3D
(b) Given current values, and the ability to generate random variables from
any univariate normal distribution, show how Gibbs sampling can be
used to obtain the next set of sample values from the joint distribution.
Make sure you explicitly give any univariate normal distributions used
along the way and use the notation from the course.
(c) It turns out that Gibbs sampling is not actually necessary to simulate
from this joint distribution. This is because, marg
X1 - N(0, )
and, conditionally,
X2|X1 = #1~ N (x1,3)
while, as above,
X3|X1 = 21, X2 = 2 ~ N (}#2, 1) .
Explain carefully how you can generate a sample of values from the
joint distribution using this information (and the ability to generate
random variables from any univariate normal distribution).
(d) What is the major advantage of the method of part (c) over the Gibbs
sampler in this case? What aspect of the current problem, which is not
the case for many other multivariate distributions, is responsible for
this?](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2F942d8395-ce39-44af-9e4d-fbdcfc13f43e%2F1b178fd2-a1dc-461a-82bc-aacb0507a454%2Fjjn0iv_processed.jpeg&w=3840&q=75)
Transcribed Image Text:Consider (X1, X2, X3)" with the joint pdf
f(n,r2, Ig) x exp {-à (+ 금교 + -피-2213)}.
The full conditionals for X2X1 = x1, X3 = r3 and X3|X1 =x1, X2 = r2 for
this joint density are
%3D
%3D
%3D
X2|X1= 피1, X3 3Dr3 ~ N (피 + 을s, 꼭),
X3|X1 = #1, X2 = r2~N (r2, 1).
You do not need to show how to obtain these two conditional distributions.
(a) Find the full conditional for X1|X2 = x2, X3 = r3.
%3D
(b) Given current values, and the ability to generate random variables from
any univariate normal distribution, show how Gibbs sampling can be
used to obtain the next set of sample values from the joint distribution.
Make sure you explicitly give any univariate normal distributions used
along the way and use the notation from the course.
(c) It turns out that Gibbs sampling is not actually necessary to simulate
from this joint distribution. This is because, marg
X1 - N(0, )
and, conditionally,
X2|X1 = #1~ N (x1,3)
while, as above,
X3|X1 = 21, X2 = 2 ~ N (}#2, 1) .
Explain carefully how you can generate a sample of values from the
joint distribution using this information (and the ability to generate
random variables from any univariate normal distribution).
(d) What is the major advantage of the method of part (c) over the Gibbs
sampler in this case? What aspect of the current problem, which is not
the case for many other multivariate distributions, is responsible for
this?
Expert Solution
![](/static/compass_v2/shared-icons/check-mark.png)
This question has been solved!
Explore an expertly crafted, step-by-step solution for a thorough understanding of key concepts.
Step by step
Solved in 3 steps with 1 images
![Blurred answer](/static/compass_v2/solution-images/blurred-answer.jpg)
Recommended textbooks for you
![MATLAB: An Introduction with Applications](https://www.bartleby.com/isbn_cover_images/9781119256830/9781119256830_smallCoverImage.gif)
MATLAB: An Introduction with Applications
Statistics
ISBN:
9781119256830
Author:
Amos Gilat
Publisher:
John Wiley & Sons Inc
![Probability and Statistics for Engineering and th…](https://www.bartleby.com/isbn_cover_images/9781305251809/9781305251809_smallCoverImage.gif)
Probability and Statistics for Engineering and th…
Statistics
ISBN:
9781305251809
Author:
Jay L. Devore
Publisher:
Cengage Learning
![Statistics for The Behavioral Sciences (MindTap C…](https://www.bartleby.com/isbn_cover_images/9781305504912/9781305504912_smallCoverImage.gif)
Statistics for The Behavioral Sciences (MindTap C…
Statistics
ISBN:
9781305504912
Author:
Frederick J Gravetter, Larry B. Wallnau
Publisher:
Cengage Learning
![MATLAB: An Introduction with Applications](https://www.bartleby.com/isbn_cover_images/9781119256830/9781119256830_smallCoverImage.gif)
MATLAB: An Introduction with Applications
Statistics
ISBN:
9781119256830
Author:
Amos Gilat
Publisher:
John Wiley & Sons Inc
![Probability and Statistics for Engineering and th…](https://www.bartleby.com/isbn_cover_images/9781305251809/9781305251809_smallCoverImage.gif)
Probability and Statistics for Engineering and th…
Statistics
ISBN:
9781305251809
Author:
Jay L. Devore
Publisher:
Cengage Learning
![Statistics for The Behavioral Sciences (MindTap C…](https://www.bartleby.com/isbn_cover_images/9781305504912/9781305504912_smallCoverImage.gif)
Statistics for The Behavioral Sciences (MindTap C…
Statistics
ISBN:
9781305504912
Author:
Frederick J Gravetter, Larry B. Wallnau
Publisher:
Cengage Learning
![Elementary Statistics: Picturing the World (7th E…](https://www.bartleby.com/isbn_cover_images/9780134683416/9780134683416_smallCoverImage.gif)
Elementary Statistics: Picturing the World (7th E…
Statistics
ISBN:
9780134683416
Author:
Ron Larson, Betsy Farber
Publisher:
PEARSON
![The Basic Practice of Statistics](https://www.bartleby.com/isbn_cover_images/9781319042578/9781319042578_smallCoverImage.gif)
The Basic Practice of Statistics
Statistics
ISBN:
9781319042578
Author:
David S. Moore, William I. Notz, Michael A. Fligner
Publisher:
W. H. Freeman
![Introduction to the Practice of Statistics](https://www.bartleby.com/isbn_cover_images/9781319013387/9781319013387_smallCoverImage.gif)
Introduction to the Practice of Statistics
Statistics
ISBN:
9781319013387
Author:
David S. Moore, George P. McCabe, Bruce A. Craig
Publisher:
W. H. Freeman