6.2 Mixture model: The file glucose.

dat contains the plasma

glucose concentration of 532 females...
6.2 Mixture model: The file glucose.dat contains the plasma glucose concentration of 532
females...

6.2 Mixture model: The file glucose.dat contains the plasma glucose concentration of 532
females from a study on diabetes
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contains-the-plasma-glucose-concentration-of-532-females
6.2 Mixture model: The file glucose.dat contains the plasma glucose concentration of 532
females...

6.2 Mixture model: The file glucose.dat contains the plasma glucose concentration of 532
females from a study on diabetes (see Exercise 7.6). a) Make a histogram or kernel density
estimate of the data. Describe how this empirical distribution deviates from the shape of a
normal distribution. b) Consider the following mixture model for these data: For each study
participant there is an unobserved group membership variable Xi which is equal to 1 or 2 with
probability p and 1 - p. If Xi = 1 then Yi ~ normal(?1, s2 1 ), and if Xi = 2 then Yi ~ normal(?2, s2
2 ). Let p ~ beta(a, b), ?j ~ normal(µ0, t 2 0 ) and 1/sj ~ gamma(?0/2, ?0s 2 0/2) for both j = 1
and j = 2. Obtain the full conditional distributions of (X1, . . . , Xn), p, ?1, ?2, s 2 1 and s 2 2 . c)
Setting a = b = 1, µ0 = 120, t 2 0 = 200, s 2 0 = 1000 and ?0 = 10, implement the Gibbs sampler
for at least 10,000 iterations. Let ? (s) (1) = min{? (s) 1 , ?(s) 2 } and ? (s) (2) = max{? (s) 1 , ?(s)
2 }. Compute and plot the autocorrelation functions of ? (s) (1) and ? (s) (2), as well as their
effective sample sizes. d) For each iteration s of the Gibbs sampler, sample a value x ~ binary(p
(s) ), then sample Y˜ (s) ~ normal(? (s) x , s 2(s) x ). Plot a histogram or kernel density estimate
for the empirical distribution of Y˜ (1) , . . . , Y˜ (S) , and compare to the distribution in part a).
Discuss the adequacy of this two-component mixture model for the glucose data.

6.2 Mixture model: The file glucose.dat contains the plasma glucose concentration of 532
females...
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contains-the-plasma-glucose-concentration-of-532-females

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