Student’s t density with ν degrees of freedom, T ν , is given by Calculate the mean of a t…

June 27, 2023/in Uncategorized /by Sam

Student’s t density with ν degrees of freedom, Tν, is given by

Calculate the mean of a t distribution with ν = 4 degrees of freedom using a Metropolis– Hastings algorithm with candidate density

a. N (0, 1);

b. t with ν = 2 degrees of freedom.

In each case monitor the convergence across iterations.

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