Find a thinning lag g large

Assignment Help Physics

Reference no: EM131355337

In the setting of given Example, find a thinning lag G large enough that the distribution of the Kolmogorov-Smirnov p-values has no visible pattern.

Example
Considering again the nuclear pump failures of, we monitor the subchain (β(t) ) produced by the algorithm. Figure (top) gives the value of the Kolmogorov-Smirnov p-values produced by ks.test as T increases to 10 3. This is a sequential graph in that each dot is based on the sample of β(t)'s produced at time T and then thinned by a lag of G = 10 and separated into both halves. Note that the Gibbs sampler is initialized at the MLE of the λi's. Since Figure (top) exhibits a lack of pattern and a fair spread of the p-value over [0, 1], there is no indication of a lack of stationarity to deduce from this graph.

If instead we compare two different chains with the same tool, Figure (bottom) indicates a longer time pattern. Indeed, while the Kolmogorov- Smirnov p-values remain far away from low probabilities, the pattern exhibited in this comparison means that, while around iterations 4000 to 6000 both samples provide very similar empirical cdfs, they explore differently the space in the later iterations. Thus 10 4 iterations are not sufficient to provide a stable evaluation of the stationary distribution (for at least one chain).

887_Figure 1.jpg

Reference no: EM131355337

Questions Cloud

Different levels of pain through the same level of sensation : When does the sensation of touch turn into the sensation of pain? Why do different people experience different levels of pain through the same level of sensation

Different cable types for the backbone : Would you use different cable types for the backbone going to the switches (assuming you choose switches) on each floor?

Determine the number of turns required of the hawser : Determine the number of turns required of the hawser around the post so that the pull at the free end will not exceed 40 lb. Assume a coefficient of static friction of 0.35.

Provide an overview of the case study : Write a 1,050- word paper in which you analyze cross-cultural psychology. As a part of your analysis, do the following: Provide an overview of the case study. Use the case study to provide a definition and an example of cultural and cross-cultural ps..

Find a thinning lag g large : In the setting of given Example, find a thinning lag G large enough that the distribution of the Kolmogorov-Smirnov p-values has no visible pattern.

Determine the force p required to raise the machine : A machine having a mass of 500 kg is to be raised using a wedge, as shown. The coefficient of friction on all surfaces is 0.25. Determine the force P required to raise the machine.

Unreliable indicator of the standard of living : 1. Explain why real GDP might be an unreliable indicator of the standard of living? - Answer not more than 250 words and add 2 academic references (Harvard referncing style)

Increase in cost of equipment at the beginning of project : To evaluate a proposed capital project effectively, it is important to understand the fundamental concept of incremental cash flows. Incremental cash flows can be viewed as cash flows: Holding all other variables constant, an increase in the cost of ..

Strategy on sustainable development : Has Poland put together a strategy on sustainable development that addresses specifically the challenges you mentioned as well as to meet EU targets?

User Account

All Pages