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Performing Metropolis-Hastings algorithm for a Poisson Distribution

  1. Sep 10, 2017 #1
    1. The problem statement, all variables and given/known data
    The number of busy lines in a trunk group (Erlang system) is given by a truncated Poisson distribution. I am asked to generate values from this distribution by applying the Metropolis-Hastings algorithm.

    2. Relevant equations
    The distribution is given in the attached picture. Let's just say n = 5.

    3. The attempt at a solution
    I have used the book Simulation by Sheldon M. Ross. So I need some kind of probability matrix. This where it goes wrong, I have no idea how to choose that.
    Otherwise I need a start value and a proposal distribution. So I choose a start value of 3 and a standard normal distribution for the proposals distribution. But I cannot get started with proces because of no probability matrix.
     

    Attached Files:

  2. jcsd
  3. Sep 15, 2017 #2
    Thanks for the thread! This is an automated courtesy bump. Sorry you aren't generating responses at the moment. Do you have any further information, come to any new conclusions or is it possible to reword the post? The more details the better.
     
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