Suppose that 1 1+e-(+2) Xu Bernoulli ( and a standard normal N(0, 1) prior is specified for u. In a trial, the value x= 1 is observed. (a) Show that the posterior for when X is observed to be r= 1 is ƒ(μ\x= 1) x (1 + e-(μ+2))-¹-²/2 on R.

Calculus For The Life Sciences
2nd Edition
ISBN:9780321964038
Author:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Publisher:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Chapter13: Probability And Calculus
Section13.2: Expected Value And Variance Of Continuous Random Variables
Problem 10E
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Suppose that
1
X\µ ~ Bernoulli
(1+e-(u+2)
and a standard normal N(0, 1) prior is specified for u. In a trial, the value
x = 1 is observed.
(a) Show that the posterior for u when X is observed to be r = 1 is
f(4x = 1) x (1+e¯(u+2)-le¬w²/2 on R.
This posterior distribution cannot be sampled from directly. Suppose that
the Metropolis-Hastings algorithm is to be used to simulate samples from
the target posterior density f(H|r = 1).
In order to simulate samples from the posterior distribution of parameter u,
consider the sequence of random variables u1, #2, - such that µt is the
variable for iteration t of the Metropolis-Hastings algorithm. Let be its
simulated value. Suppose that the proposal distribution for +1H = He
which has density denoted by q(H+1\44), is N(µ,2).
%3D
Transcribed Image Text:Suppose that 1 X\µ ~ Bernoulli (1+e-(u+2) and a standard normal N(0, 1) prior is specified for u. In a trial, the value x = 1 is observed. (a) Show that the posterior for u when X is observed to be r = 1 is f(4x = 1) x (1+e¯(u+2)-le¬w²/2 on R. This posterior distribution cannot be sampled from directly. Suppose that the Metropolis-Hastings algorithm is to be used to simulate samples from the target posterior density f(H|r = 1). In order to simulate samples from the posterior distribution of parameter u, consider the sequence of random variables u1, #2, - such that µt is the variable for iteration t of the Metropolis-Hastings algorithm. Let be its simulated value. Suppose that the proposal distribution for +1H = He which has density denoted by q(H+1\44), is N(µ,2). %3D
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