Example 7.25: compare draws with distribution

March 5, 2010

(This article was first published on SAS and R, and kindly contributed to R-bloggers)

In example 7.24, we demonstrated a Metropolis-Hastings algorithm for generating observations from awkward distributions. In such settings it is desirable to assess the quality of draws by comparing them with the target distribution.Recall that the distribution function is f(y) = c e^(-y^4)(1+|y|)^3The constant c was not needed to generate draws, but is required for calculation of the probability

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