Question: We want to implement a Gibbs sampler to generate bivariate random vectors from the target distribution given by 7(x,y) exp(-x2 + 2xy 4y), for a,

We want to implement a Gibbs sampler to generate bivariate random vectors from the target distribution given by 7(x,y) exp(-x2 + 2xy 4y), for a, y (-00,00). (a) Determine the conditional distributions of [X|Y = y) and [Y|X = x). Describe a Gibbs sampler to generate samples from 7(x,y). (b) Set the initial value ((0),y) = (5,5). Run the Gibbs sampler for 6000 iterations and make a scatterplot of the sample path of the first 50 iterations. (c) Use the samples generated in the last 5000 iterations to estimate the following expectations: Ex(XY) and E-(VX2 +Y2). We want to implement a Gibbs sampler to generate bivariate random vectors from the target distribution given by 7(x,y) exp(-x2 + 2xy 4y), for a, y (-00,00). (a) Determine the conditional distributions of [X|Y = y) and [Y|X = x). Describe a Gibbs sampler to generate samples from 7(x,y). (b) Set the initial value ((0),y) = (5,5). Run the Gibbs sampler for 6000 iterations and make a scatterplot of the sample path of the first 50 iterations. (c) Use the samples generated in the last 5000 iterations to estimate the following expectations: Ex(XY) and E-(VX2 +Y2)
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