Question: 6.29 A (n, 1) random variable has the pdf f(x) = xn1ex (n) for x 0, n> 1. Describe how to simulate such random

6.29 A Γ(n, 1) random variable has the pdf f(x) = xn−1e−x

Γ(n) for x ≥ 0, n> 1.

Describe how to simulate such random variables, using the rejection method with envelope g(x) = ke−x/n n , for x ≥ 0 and suitable k > 1.

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