Exercises for Mon Nov 10: ¡­

Exercises for Mon Nov 10:

All of Exam stk 4020 from 2004, no. 3.

Let the prior for a binomial probability by 0.5 beta(2,8) + 0.5 beta(8,2), and assume n = 20 and y = 10 is observed. Generate samples from the exact posterior using (i) rejection sampling and (ii) a Metropolis mcmc algorithm.

Ch 11, no. 3.