Question

(lesson 7.9: acceptance-rejection --- continuous examples.) consider the constant . on average, how many iterations (trials) will the a-r algorithm require?

Answer 1

In (lesson 7.9: acceptance-rejection --- continuous examples.) consider the constant . on average,the iterations (trials) will the a-r algorithm require an acceptance-rejection algorithm for non-stop random variables generate an RV y disbursed as g.

What is acceptance-rejection sampling?

It is acceptance-rejection sampling is a manner to simulate random samples from an unknown (or tough to pattern from) distribution (known as the goal distribution) through the use of random samples from a similar, greater handy chance distribution. a random subset of the generated samples are rejected; the relaxation are accepted.

1. As we already know, finding an express system for f −1(y) for the cdf of an RV x we want to generate, f (x) = p (x  x), isn't always usually possible.
2. Moreover, despite the fact that it is, there can be opportunity strategies for producing a rv disbursed as  this is greater eÿcient than the inverse remodel technique or different strategies we've got come across. here we gift a totally smart technique called the acceptance-rejection technique.

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