For the Normal-Cauchy Bayes estimator: ง 001 +92 8(x) = e-(x-9)²/2 dv % 1 -∞ 1 +9² Lo e-(x-9)² dv Build an Accept-Reject algorithm based on the Cauchy candidate to generate a sample from the posterior distribution and then deduce the estimator.
For the Normal-Cauchy Bayes estimator: ง 001 +92 8(x) = e-(x-9)²/2 dv % 1 -∞ 1 +9² Lo e-(x-9)² dv Build an Accept-Reject algorithm based on the Cauchy candidate to generate a sample from the posterior distribution and then deduce the estimator.
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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Transcribed Image Text:For the Normal-Cauchy Bayes estimator:
8(x) =
5⁰⁰
ง
-e-(x-9) ²/² dv
-∞0⁰ 1 +92 e
1
∞ 1 +9²
e−(x−v)² dv
Build an Accept-Reject algorithm based on the Cauchy candidate to generate a sample
from the posterior distribution and then deduce the estimator.
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