Let f, g be probability densities such supp(f) c supp(g). show yes iid. L(g) X1,..., Xn then f(X;) Wi g(X;) is hopeful 1. Argue why the weights need to be re-normalized even when the normalization constants of the densities f and g are known.

MATLAB: An Introduction with Applications
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Let f, g be probability densities such supp(f) c supp(g). show yes
X1, ... , Xn
X1,..., X, iid.
L(g)
then
f(X;)
W; =
g(X;)
is hopeful 1. Argue why the weights need to be re-normalized even
when the normalization constants of the densities f and g are known.
Transcribed Image Text:Let f, g be probability densities such supp(f) c supp(g). show yes X1, ... , Xn X1,..., X, iid. L(g) then f(X;) W; = g(X;) is hopeful 1. Argue why the weights need to be re-normalized even when the normalization constants of the densities f and g are known.
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