The number m can be generated by poisson with

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Unformatted text preview: gs in Full Form Now consider the 3-variable joint distribution. The number m can be generated by Poisson with parameter λ. Note that f (x |y , m) ∼ binomial(m, y ) f (y |x , m) ∼ beta(x + a, m − x + b) f (m|x , y ) ∝ e−(1−y )λ (WMU) [(1 − y )λ]m−x I{x ,x +1,··· } (m) (m − x )! S6880 #11b S6880, Class Notes #11b 6/7 An Example Hatching Insect Eggs in Full Form Algorithm To generate a sample of size n from X: 1 Generate n variates m ∼ P (λ). Generate n variates y ∼ beta(a, b). 2 Generate n variates x ∼ binomial(m, y ). 3 Generate n variates y ∼ beta(x + a, m − x + b). 4 Generate n variates m ∼ x + P (λ(1 − y )). 5 Repeat (b) to (d) k times 6 Return the n last triplets (x , y , m). (WMU) S6880 #11b S6880, Class Notes #11b 7/7...
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This document was uploaded on 01/28/2014.

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