Question

Write your own Metropolis sampler (i.e., not JAGS) for the previous problem in R. Turn in commented code, report your candidate distribution for each parameter, and the corresponding acceptance ratio.

Answer 1

The question involves creating an R script for a Metropolis sampler algorithm, reporting on the candidate distribution for parameters, and then calculating the acceptance ratio, all of which are tasks related to statistical programming and analysis in college-level coursework.

Step-by-step explanation:

The question is about creating a Metropolis sampler in R for a given statistical problem. The task is to write code that generates samples from a probability distribution for a set of parameters, identify the candidate distribution for each parameter, and calculate the acceptance ratio. This involves understanding of statistics, programming in R, and principles of the Metropolis-Hastings algorithm. The solution would include initializing the parameters, defining the target and candidate distributions, constructing a loop that iterates over a series of steps to generate new samples, and calculating acceptance probabilities to determine whether to accept or reject each new sample.