The rejection-sampling tag has no wiki summary.
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1answer
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Empirical distribution alternative
BOUNTY:
The full bounty will be awarded to someone who provides a reference to any published paper which uses or mentions the estimator $\tilde{F}$ below.
Motivation:
This section is probably not ...
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0answers
203 views
Hypothesis Testing on Exponential distributions
Let $X_1, \dots, X_n$ be independent exponential $(\theta)$ random variables. Suppose we are interested in testing $H_0: \theta = \theta_0 = 1$ versus $H_A: \theta = \theta_1>1$. Consider two tests ...
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Uniformly Most Powerful Test and Rejection Region of Poisson Distribution
Let $X_1, \dots,X_n$ be a random sample from a Poisson$(\lambda)$ distribution where $\lambda > 0$.
(1) Find the Uniformly Most Powerful (UMP) level $\alpha$ test for the following set of ...
1
vote
1answer
103 views
Estimated error variance $\sigma^2$ for MCMC estimation in a high-dimensional space
Let $f$ be a function such that:
$$f~:~(x,~\theta)\in\mathbb{R}^{3}\times\mathbb{R}^{12} \rightarrow f(x,~\theta)\in\mathbb{R}^3$$
My observations $y$ are noisy values taken by the function $f(\cdot ...
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vote
2answers
48 views
Is there any proper way to fix a sample to adjust for known demographic overrepresentation?
My spouse frequently works with (expensive, hard to obtain) data samples; for example route information for commuting bicyclists collected using a smartphone app. More often than not, these samples ...
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2answers
108 views
What is the probability of rejection in rejection sampling?
Context: I'm reading up on sampling in MCMC for Machine Learning. On page 5, it mentions rejection sampling:
...
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0answers
129 views
What is a good proposal distribution for this density (in rejection sampling)? Is mine correct?
I have this density, I want to find a density "larger" than this
$f(x)=\frac{1}{c}g(x)(1-\sin (20x)/4))$
, where $g(x)$ is N(0,1).
I am looking for a proposal distribution for f(x), basically find ...
5
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2answers
801 views
How do I sample without replacement using a sampling-with-replacement function?
I vaguely recall from grad school that the following is a valid approach to do a weighted sampling without replacement:
Start with an initially empty "sampled set".
Draw a (single) weighted sample ...
3
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2answers
256 views
How to choose the tolerance parameter for ABC?
I have the following sorted data (sampling from parametric space [1,5]) with respect to their distances of parameter Theta. i.e.,
Let say N = 1000,
Theta : 1.1, 1.7, 1.9, 2.4, 2.8, . . . , 4.9
...
