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conocieur
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Joined: December 4th, 2004, 5:28 pm

help with homework

May 7th, 2005, 4:50 am

I don't necesarily need the answers of these problems but it would help me a lot if somebody can give me a good source of examples in order to solve them, I'm really lost with this.Consider a random variable X whose probabilities are: P(X=1) = P(X=3) = 1/6P(X=2) = P(X=4) = 2/6and P(X=x) = 0 for x ≠ S={1,2,3,4}Sampling the data via Metropolis Hastingsa) Use the transition matrix Q of a reflecting random walk on the state space S to construct a markov chain by specifying its transition matrix b) Confirm the stationary distribution of the chain is that of Xc) Show that the chain is time-reversible
 
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Arbitrary
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Joined: March 30th, 2004, 7:14 pm

help with homework

May 8th, 2005, 7:59 pm

Last edited by Arbitrary on May 13th, 2006, 10:00 pm, edited 1 time in total.
 
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conocieur
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Posts: 0
Joined: December 4th, 2004, 5:28 pm

help with homework

May 8th, 2005, 11:50 pm

I'm lost so far