20.8: Appendix-
- Page ID
- 8824
20.8.1 Rejection sampling
We will generate samples from our posterior distribution using a simple algorithm known as rejection sampling. The idea is that we choose a random value of x (in this case
# Compute credible intervals for example
nsamples <- 100000
# create random uniform variates for x and y
x <- runif(nsamples)
y <- runif(nsamples)
# create f(x)
fx <- dbinom(x = nResponders, size = 100, prob = x)
# accept samples where y < f(x)
accept <- which(y < fx)
accepted_samples <- x[accept]
credible_interval <- quantile(x = accepted_samples,
probs = c(0.025, 0.975))
kable(credible_interval)
x | |
---|---|
2.5% | 0.54 |
98% | 0.73 |
