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Thread: Metropolis-Hastings/Objective Prior

  1. #1
    Jan 2009

    Metropolis-Hastings/Objective Prior

    Hi there,

    I am doing some work on Bayesian Statistics and I need to simulate observations from a posterior using the Metropolis-Hastings method.

    I am choosing an objective prior α^(-3/2)* β^(-1/2)
    and my f(x; α, β) is a gamma distribution.

    How can I work out the proposal density to use in the algorithm?

    Many thanks in advance.
    Last edited by nepali_babu; Jan 29th 2009 at 01:13 PM.
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