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