Question: Prove that the acceptance/rejection method works for discrete distributions. That is, let f and g be p.f.s rather than p.d.f.s, but let the rest of

Prove that the acceptance/rejection method works for discrete distributions. That is, let f and g be p.f.’s rather than p.d.f.’s, but let the rest of the acceptance/rejection method be exactly as stated. The proof can be translated by replacing integrals over x by sums. Integrals over u should be left as integrals.

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