Compute the acceptance probability

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Compute the acceptance probability ρ(x, y) in the case q(y|x) = g(y).

Deduce that, for a given value x(t), the Metropolis-Hastings algorithm associated with the same pair (f,g) as an Accept-Reject algorithm accepts the proposed value Yt more often than the Accept-Reject algorithm.

Reference no: EM131355444

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