Importance resampling with and without replacement

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Importance resampling with and without replacement:

(a) Consider the bioassay example introduced in Section 3.7. Use importance resampling to approximate draws from the posterior distribution of the parameters (α, β), using the normal approximation of Section 4.1 as the starting distribution. Compare your simulations of (α, β) to Figure 3.4b and discuss any discrepancies.

(b) Comment on the distribution of the simulated importance ratios.

Figure 3.4b

Reference no: EM131292566

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