Distribution of the posterior density


Response to the following problem:

(Tanner, 1996) Show that if θ(t) ∼ πt and if the stationary distribution is the posterior density associated with f(x|θ) and π(θ), the weight

ωt = f(x|θ(t)π(θ(t)t(t))

converges to the marginal m(x).

Make sure you use enough details to support your answer.

 

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Engineering Mathematics: Distribution of the posterior density
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