Question: 6.28 Outline how the rejection method for simulating random variables works; use as an illustration an enveloping pdf which is exponential of mean unity and

6.28 Outline how the rejection method for simulating random variables works;

use as an illustration an enveloping pdf which is exponential of mean unity and a target distribution (the one we wish to simulate from) which is halfnormal, with pdff(x) = . 2

π e− 1 2 x2

, for x ≥ 0.

(i) Show that the optimal expansion factor for the exponent

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