Various simple and straightforward experiments with the Metropolis-Hastings algorithm and ordinary Monte Carlo methods. Some highlights:
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The performance of Metropolis-Hastings algorithm is
and to
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If X and Y are two independent exponentially distributed random variables with parameter 1, then X / (X+Y) is uniformly distributed over the open interval (0,1). This analytically derived
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with added comparison of execution time differences between programming in basic style Python versus NumPy style Python.