Use the metropolis-hastings algorithm

Assignment Help Management Theories

Reference no: EM131107091

Use the Metropolis-Hastings algorithm to simulate a Poisson random variable with parameter λ. Let T be the (infinite) matrix that describes a simple random walk on the integers. From an integer i, the walks moves to i-1 or i+ 1 with probability 1/2 each. Show how to simulate a Poisson random variable. Then implement your algorithm and give evidence that it works.

Reference no: EM131107091

Questions Cloud

Compare the computational complexity of the laplacian : Compare the computational complexity of the Laplacian regularized least-squares algorithm with that of the regularized least-squares algorithm using labeled examples only.

A bivariate standard normal distribution to simulate : Modify the simulation code for a bivariate standard normal distribution to simulate a bivariate normal distribution with parameters μX = 20, σ2X = 100, μY = -14, σ2Y = 4, and ρ = -0.8 using the Gibbs sampler.

How may the damage to bakers interests : If Derek Wallace offered Baker a personal cash settlement and they agreed to employ you as an impartial arbitrator to determine the amount, what settlement would you propose? Present your calculations with sufficient explanation to satisfy both parti..

Describe role staff self-awareness plays in their success : This agency functions better than the agency described in Part I. How much of this has to do with values? Where do their values differ? Where do their values overlap? How much of the agency's success in Part II is based on implementation of values..

Use the metropolis-hastings algorithm : Use the Metropolis-Hastings algorithm to simulate a Poisson random variable with parameter λ. Let T be the (infinite) matrix that describes a simple random walk on the integers.

Explain the role of the nervous system : Explain the role of the nervous system - Describe the effect of fear, aggression, or anxiety on the specified behavior.

Prepare an income statement for january : Clay Corporation was organized by five individuals on January 1, 2014. At the end of January2014, Using the information above, prepare an Income Statement for January 2014 and a BalanceSheet as of January 31, 2014

What was social and political impact of the great awakening : What was the social and political impact of the Great Awakening? Your response should be exactly one full page, single space, justified margins, and with proper formatting.

Write justification for capital purchase to vice president : Write a justification for capital purchase (1,000-1,200 words) to your vice president as to why the purchase would be a good investment for the hospital. Include a one-page executive summary for your proposal. The paper should include the operatin..

User Account

All Pages