Now, among the 2,000 samples with A=true, how many will be expected to have A=B=true? What are the weights of these samples? What are the weights of samples with A=true, B=false?
  • The proposal distribution has Q(b|a) = 0.4, so the expected number of samples with A=B=true is 0.4*2000 = 800. The weight of each of these samples is 0.015/0.4 = 0.0375. The weight of each sample that has A=true and B=false is (1-0.015)/(1-0.4) ~= 1.642.

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