z*****h
发帖数: 17 | 1 f(x) is proptional to
exp{-sum(v_i*(x-b_i))-(x-c)^2/(2s)}/product{1+exp(b_i-x)}
i=1 to 20, v_i, b_i, c, s 已知。sum表示和，product表示积。
请问有什莫方法可以模拟这种复杂的分布？可以用ratio of uniforms吗？
多谢您的任何帮助！！！ |
|
z*****h
发帖数: 17 | 2 f f(x) need not to be normalized, can I use the following algorithm?
1. Generate X~N(c,s), U~U(0,1)
2. Accept Y=X if U<=1(or sqrt(2pi*s)?)
3. Return to 1, otherwise
I'm confused about how to determine g(x)/f(x). If f(x) is density function,
there will be no confusion. But here f(x) is proptional to ...
Any help will be highly appreciated, |
|
z*****h
发帖数: 17 | 3 f(x) is proptional to
exp{-sum(v_i*(x-b_i))-(x-c)^2/(2s)}/product{1+exp(b_i-x)}
i=1 to 20, v_i, b_i, c, s 已知。sum表示和，product表示积。
请问有什莫方法可以模拟这种复杂的分布？可以用ratio of uniforms吗？
多谢您的任何帮助！！！ |
|
z*****h
发帖数: 17 | 4 If f(x) need not to be normalized, can I use the following algorithm?
1. Generate X~N(c,s), U~U(0,1)
2. Accept Y=X if U<=1(or sqrt(2pi*s)?)
3. Return to 1, otherwise
I'm confused about how to determine M. If f(x) is density function, there
will be no confusion. But here f(x) is proptional to ...
Any help will be highly appreciated, |
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