For generating Y n(0,1) using an Accept Reject Algorithm, we could generate U uniform, V exponential () , and attach a random sign to V ( each with equal probability) What value of A will optimize this algorithm ...

M sup y Let fy y22 y Then fy is maximize at y 1 when y ...

For generating Y ~ n(0,1) using an Accept/Reject Algorithm, we could generate U ~ uniform, V ~

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For generating Y ~ n(0,1) using an Accept/Reject Algorithm, we could generate U ~ uniform, V ~ exponential (λ) , and attach a random sign to V (± each with equal probability). What value of A will optimize this algorithm?

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Statistical Inference

ISBN: 978-0534243128

2nd edition

Authors: George Casella, Roger L. Berger

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Question Posted: May 26, 2016 05:22 AM

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For generating Y ~ n(0,1) using an Accept/Reject Algorithm, we could generate U ~ uniform, V ~

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