Truncated Poisson: Suppose observations come from Poisson(u), but only non-zero values are recorded. The likelihood is L(1) x I Data: 3, 1,2, 4, 2, 1, 3, 1, 2, 1 Prior: p() = 1 (a) Construct a...

2Truncated Poisson: Suppose observations come from Poisson(u), but only non-zero values are recorded.<br>The likelihood is<br>L(1) x I<br>Data: 3, 1,2, 4, 2, 1, 3, 1, 2, 1<br>Prior: p() = 1<br>(a) Construct a Metropolis Hasting (M-H) algorithm. Use M-H with proposal distribution q(p) :<br>N(0 : mean =<br>with burn in phase 1500. Give a 95% confidence interval for p.<br>Hps std = 2). Set Prob(acceptance) 0 if u < 0. Number of MCMC draws 15000<br>

Extracted text: Truncated Poisson: Suppose observations come from Poisson(u), but only non-zero values are recorded. The likelihood is L(1) x I Data: 3, 1,2, 4, 2, 1, 3, 1, 2, 1 Prior: p() = 1 (a) Construct a Metropolis Hasting (M-H) algorithm. Use M-H with proposal distribution q(p) : N(0 : mean = with burn in phase 1500. Give a 95% confidence interval for p. Hps std = 2). Set Prob(acceptance) 0 if u < 0.="" number="" of="" mcmc="" draws="">

Jun 07, 2022
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