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(Solved): Problem 2.7 (a) How Would You Set Up A Metropolis Algorithm To Generate Samples From A Pois- Son Dis ...


Problem 2.7 (a) How would you set up a Metropolis algorithm to generate samples from a Pois- son distribution, 7; = Ne-1/j! f
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Problem 2.7 (a) How would you set up a Metropolis algorithm to generate samples from a Pois- son distribution, 7; = Ne-1/j! for j = 0,1,2,.... In particular, specify an appropriate transi- tion matrix Q and the acceptance probability a. Hint: The chain should have support on the non-negative integers and be simple to generate. In the Beta example, I used independent uniforms for the proposal. For this problem, consider using a simple random walk. (b) (extra-credit] Write a program to generate observations from a Poisson based on your pseudo- code and then run it. Display your program with details and include the results of a run.

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