Question: 6.3 Show that the rejection algorithm for normal random variables, given in Example 6.1, is a consequence of enveloping the half-normal pdf with a multiple

6.3 Show that the rejection algorithm for normal random variables, given in Example 6.1, is a consequence of enveloping the half-normal pdf with a multiple of an exponential Ex(1) pdf. The procedure of using an exponential envelope in this way is outlined in Example 6.2 for simulating gamma random variables.

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