Question: Consider a random variable x having the density f ( x ) = e - ( x + 1 ) + ( e - 1
Consider a random variable having the density
xin
a Design a rejection sampling algorithm for obtaining independent draws of based only upon samples Comment on the efficiency of your algorithm. Implement the algorithm in and use it to doublecheck your work as in Question
b Describe a method which is more efficient than your rejection sampling algorithm, but still uses only samples and justify why it is more efficient.
c Design an importance sampling IS algorithm for calculating the Compare empirically the variance of IS estimator to the plugin estimators for the same quantity that may be based upon the samplers you created in parts
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