Use Metropolis Hastings sampler generates a random sample form (v+1) f(x) α ( 1 + №(x − 1)²) ν with parameter: > = 4, µ = 3, v = 5 and proposal distribution g(·|X) = N(X,σ = 0.5).
Use Metropolis Hastings sampler generates a random sample form (v+1) f(x) α ( 1 + №(x − 1)²) ν with parameter: > = 4, µ = 3, v = 5 and proposal distribution g(·|X) = N(X,σ = 0.5).
Operations Research : Applications and Algorithms
4th Edition
ISBN:9780534380588
Author:Wayne L. Winston
Publisher:Wayne L. Winston
Chapter21: Simulation
Section: Chapter Questions
Problem 1RP
Related questions
Question
using r language

Transcribed Image Text:Use Metropolis Hastings sampler generates a random sample form
(v+1)
f(x) α
( 1 + №(x − 1)²)
ν
with parameter: > = 4, µ = 3, v = 5 and proposal distribution g(·|X) = N(X,σ = 0.5).
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