生成一段matlab编程:先验分布为α ∼ N (0, 5) , β˜ ∼ U(0, 10), ˜σ ∼ U(0, 30), ˜θ = [ ˜α β˜ ˜σ]′ ,Yi = α + β Xi + εi , εi i.i.d ∼ N (0, σ2 ),Calculate the posterior mean and variance of θ ˜, and plot the histogram for each elements of θ ˜
时间: 2024-03-22 08:42:31 浏览: 58
matlab代码
Sure, here is the MATLAB code for calculating the posterior mean and variance of θ ˜ and plotting the histogram for each element of θ ˜:
```matlab
% Define the prior distributions
prior_alpha = makedist('Normal','mu',0,'sigma',sqrt(5));
prior_beta = makedist('Uniform','lower',0,'upper',10);
prior_sigma = makedist('Uniform','lower',0,'upper',30);
% Generate some simulated data
N = 100;
X = rand(N,1)*10;
alpha_true = 2;
beta_true = 5;
sigma_true = 2;
Y = alpha_true + beta_true*X + randn(N,1)*sigma_true;
% Define the likelihood function
likelihood = @(theta) -sum(log(normpdf(Y,theta(1)+theta(2)*X,sqrt(theta(3)^2))));
% Define the posterior distribution
posterior = @(theta) likelihood(theta) + log(pdf(prior_alpha,theta(1))) + log(pdf(prior_beta,theta(2))) + log(pdf(prior_sigma,theta(3)));
% Use MCMC to sample from the posterior distribution
n_samples = 10000;
theta_samples = zeros(n_samples,3);
theta_samples(1,:) = [0,0,0];
for i=2:n_samples
% Propose a new sample using a normal random walk
theta_proposed = theta_samples(i-1,:) + randn(1,3)*0.1;
% Calculate the acceptance ratio
ratio = exp(posterior(theta_proposed) - posterior(theta_samples(i-1,:)));
% Accept or reject the proposal
if rand < ratio
theta_samples(i,:) = theta_proposed;
else
theta_samples(i,:) = theta_samples(i-1,:);
end
end
% Calculate the posterior mean and variance of theta
theta_mean = mean(theta_samples);
theta_var = var(theta_samples);
% Plot the histograms for each element of theta
figure;
subplot(3,1,1);
histogram(theta_samples(:,1),50);
title(['Posterior distribution of alpha, Mean = ',num2str(theta_mean(1)),', Variance = ',num2str(theta_var(1))]);
subplot(3,1,2);
histogram(theta_samples(:,2),50);
title(['Posterior distribution of beta, Mean = ',num2str(theta_mean(2)),', Variance = ',num2str(theta_var(2))]);
subplot(3,1,3);
histogram(theta_samples(:,3),50);
title(['Posterior distribution of sigma, Mean = ',num2str(theta_mean(3)),', Variance = ',num2str(theta_var(3))]);
```
Hope this helps!
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