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Metropolis–Hastings algorithm: Difference between revisions
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Revision as of 07:37, 9 February 2005
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Line 36:
:<math>
x^{t+1}=\left\{\begin{matrix} x
^t
'
& \mbox{if }a > 1 \\ x'\mbox{ with probability }a, & \mbox{if }a < 1 \end{matrix}\right.
</math>