Chapter 11: Basics of Random Variate Generation and Posterior Simulation

Exercises, Programs and Files:

• 11.2: Drawing from Standard Distributions
  • gendat.m

• 11.3: Monte Carlo Integration in a Regression Problem
  • Matlab Code for parts (b)-(d)
  • Matlab Code for parts (e), (f)
    • Supporting File:
      • Matlab Code for generating data set

• 11.7: Using Acceptance / Rejection Sampling I
  • acceptreject.m

• 11.9: Using Acceptance / Rejection Sampling II
  • accept_sampling.m

• 11.12: Importance Sampling II: An Example
  • import_sampling2.m

• 11.14: Importance Sampling IV: Further Experiments
  • Matlab program

• 11.15: Importance Sampling V: Prior Sensitivity
  • Matlab program