Show that f integrates to 1 and that it is a bimodal density

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Reference no: EM131326220

Consider the target density

a. Show that f integrates to 1 and that it is a bimodal density.

b. Implement a normal random walk Metropolis-Hastings algorithm with a small variance like .04, and use plot.mcmc, cumuplot, and heidel.diag to assess the convergence when starting from x = - 2 and x = 2.

c. Compare those assessments with an on-line evaluation of the integral R f(x) d x based on the MCMC sample thus produced.

Reference no: EM131326220

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