CAS Exam MAS-II Spring 2019, Question 26
Study guide: Exam MAS-II
You plan to fit the following model:
\begin{align*}
y &\sim \text{Poisson}(\lambda) \\
\lambda &\sim \text{Exponential}(5)
\end{align*}You have the following three data points:
0 \qquad 1 \qquad 4You use Metropolis-Hastings, and a proposal distribution for \lambda^{(k)} of:
\lambda^* \sim \text{Exponential}\left(\lambda^{(k-1)}\right)Your current value of \lambda is 4.2 and the proposed value is 4.3.
Calculate the probability of accepting this proposal.
- A) Less than 0.25
- B) Greater than 0.25, but less than 0.45
- C) Greater than 0.45, but less than 0.65
- D) Greater than 0.65, but less than 0.85
- E) Greater than 0.85
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