Question: 13. The Discrete Rejection Method: Suppose we want to simulate X having probability mass functionI mage and suppose we can easily simulate from the probability

13. The Discrete Rejection Method: Suppose we want to simulate X having probability mass functionI mage and suppose we can easily simulate from the probability mass functionI mage. Let C be such that . Show that the following algorithm generates the desired random variable:

Step 1: Generate Y having mass function Q and U an independent random number.

Step 2: If , set . Otherwise return to step 1.

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