Exercise 6.12 Consult Waagepetersen and Sorensen (2001) which gives a more elaborate explanation of the Reversible Jump
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Exercise 6.12 Consult Waagepetersen and Sorensen (2001) which gives a more elaborate explanation of the Reversible Jump MCMC approach. In that paper, Example 4.2 describes the use of RJMCMC to choose between a gamma and a lognormal distribution for a positivevalued random variable. Adapt the R program of Exercise 6.11 to the above case and apply it the IBBENS data ‘diet.txt’ of Example 11.2.
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