Question: In Example 2c we simulated the absolute value of a unit normal by using the rejection procedure on exponential random variables with rate 1. This

In Example 2c we simulated the absolute value of a unit normal by using the rejection procedure on exponential random variables with rate 1. This raises the question of whether we could obtain a more efficient algorithm by using a different exponential density—that is, we could use the density g(x) = λe−λx. Show that the mean number of iterations needed in the rejection scheme is minimized when λ = 1.

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