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Calculate the mean of a gamma G(4.3, 6.2) random variable using

a. Accept-Reject with a gamma G(4, 7) candidate;

b. Metropolis-Hastings with a gamma G(4, 7) candidate;

c. Metropolis-Hastings with a gamma G(5, 6) candidate. In each case, monitor the convergence across iterations.

Statistics and Probability, Statistics

  • Category:- Statistics and Probability
  • Reference No.:- M92168298

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