Write a Metropolis algorithm to generate samples from a target distribution, (x) exp(x2/2), based on the proposal

Question:

Write a Metropolis algorithm to generate samples from a target distribution, Ï€(x) ˆexp(€“x2/2), based on the proposal

Fantastic news! We've Found the answer you've been seeking!

Step by Step Answer:

Related Book For book-img-for-question

Mathematical Statistics With Applications In R

ISBN: 9780124171138

2nd Edition

Authors: Chris P. Tsokos, K.M. Ramachandran

See More Books

Question Posted: Nov 23, 2015 04:05 AM

See More Questions

In many instances the Metropolis Algorithm is the algorithm of choice because either (i) there are no obvious candidate densities that satisfy the Accept/Reject supremum condition, or (ii) the...
Consider a problem of sampling bivariate random variables with joint density given by (a) Find f (x | y) and f (y | x). (b) Write a Gibbs procedure to generate samples from this distribution. Discuss...
Write down the Metropolis-Hastings algorithm to generate a sample from Gamma (, ) using the proposal density as Gamma ([], []/).
Professor Quark opens his own company, Electronic Tutorial Services, and completes the following transactions in June: 6/1 Quark invests 24,000 into the business. 6/3 Purchased 2,100 of equipment on...
The average number of items (such as a drink or dessert) ordered by a Noodles & Company customer in addition to the meal is 1.4. These items are called add-ons. De ne X to be the number of add-ons...
Underwood Company's ledger at the end of the current year shows Accounts Receivable of $150,000 If Allowance for Doubtful Accounts has a credit balance of $4,500 in the trial balance and bad debts...
Identify the environmental forces that shape global marketing efforts.
The preclosing trial balance of a Special Revenue Fund of Mesa County at the end of its 20X7 fiscal year is: The Advance to Enterprise Fund plus another $15,000 of the funds net assets are related to...
4. Four years ago, you opened an account, and made deposits / savings three times (four years ago for $ 100, three years ago for $X. and one year ago for $ 200) for which you get various interest...
Ozone gas (O 3 , solute A) dissolved in high-purity water is commonly used in wet cleaning processes associated with semiconductor device fabrication. It is desired to produce a liquid water stream...
In tossing three fair coins, let the random variable X be defined as X = number of tails. Then the distribution of X is given by Write down the Metropolis or Metropolis-Hastings algorithm for...
Write a general Metropolis or Metropolis-Hastings algorithm to generate a sample from a target distribution , where is an exponential random variable with parameter .
RPM Music Center had the following petty cash transactions in March of the current year: Required 1. Prepare the journal entry to establish the petty cash fund. 2. Prepare a petty cash payments...
1 . Journalize the following transactions: ( a ) Issued 1 , 0 0 0 shares of $ 1 0 par common stock at $ 5 9 for cash. ( b ) Issued 1 , 4 0 0 shares of $ 1 0 par common stock in exchange for equipment...
Using alpha .05, determine if moving to a larger enclosure decreased tiger anxiety levels. You should first calculate the difference (After - Before) Tiger Before Anthony 45 45 Banthony 56 After 38...
Cyclohexane (C 6 H 12 ) is produced by mixing Benzene and hydrogen. A process including a reactor, separator, and recycle stream is used to produce Cyclohexane. The fresh feed contains 260L/min C 6 H...
Suppose the city is undergoing severe ination. Specifically, both goods prices have risen by 10%. What percentage of a raise in the wage rate should Alex request from her boss, for her to maintain...
1. An iron cube of mass 0.55 kg is raised to a temperature of 100C by being placed in boiling water for 5 minutes. It is then removed and transferred immediately to an aluminium calorimeter filled...
What are the practical arguments for and against allowing private citizens to make arrests when they observe criminal activity taking place? What is the law in your state governing citizens arrests?
Perform the operation by first converting the numerator and denominator to scientific notation. Write the answer in scientific notation. 7,200,00/0.000009
Explain the meaning of authorized capital stock, issued capital stock, unissued capital stock, outstanding capital stock, and treasury stock.
If an arrow is shot upward on the moon with a velocity of 58 m/s, its height (in meters) after seconds is given by H = 58t 0.83t2. (a) Find the velocity of the arrow after one second. (b) Find the...
The displacement (in meters) of a particle moving in a straight line is given by the equation of motion s = 4t3 + 6t + 2, where is measured in seconds. Find the velocity of the particle at times t =...
The displacement (in meters) of a particle moving in a straight line is given by s = t2 8t + 18, where is measured in seconds. (a) Find the average velocity over each time interval: (i) [3, 4] (ii)...
September 1 . Purchased a new truck for $ 8 3 , 0 0 0 , paying cash. September 4 . Sold the truck purchased January 9 , Year 2 , for $ 5 3 , 6 0 0 . ( Record depreciation to date for Year 3 for the...
Find the NPV for the following project if the firm's WACC is 8%. Make sure to include the negative in your answer if you calculate a negative. it DOES matter for NPV answers
What is the value of a 10-year, $1,000 par value bond with a 12% annual coupon if its required return is 11%?

Write a Metropolis algorithm to generate samples from a target distribution, (x) exp(x2/2), based on the proposal

Question:

v-x) 2(0.4)

Step by Step Answer:

The MetropolisHastings algorithm is given below For t 0 ...View the full answer

Mathematical Statistics With Applications In R

Students also viewed these Statistics questions