Use the metropolis-hastings algorithm to simulate a poisson


Use the Metropolis-Hastings algorithm to simulate a Poisson random variable with parameter λ. Let T be the (infinite) matrix that describes a simple random walk on the integers. From an integer i, the walks moves to i-1 or i+ 1 with probability 1/2 each. Show how to simulate a Poisson random variable. Then implement your algorithm and give evidence that it works.

Request for Solution File

Ask an Expert for Answer!!
Management Theories: Use the metropolis-hastings algorithm to simulate a poisson
Reference No:- TGS01485086

Expected delivery within 24 Hours