Consider an Accept-Reject method for the target density f based on the instrumental distribu- tion g. (a) Show that the Accept-Reject sample (X1, X2, ..., Xn) can be associated with two i.i.d. sam- ples, (U1, U2. ..., UN) and (Y1, Y2, .., YN), with corresponding distributions Uro,1] and g; N is the stopping time associated with the acceptance of n variables Yj. (b) Deduce that the corresponding estimator of E-[h(X ) ] based on (X1, X2. ..., X, ) can be written as 61 = h(Xi ) i=1 N (4) = M h(Y;) lu, swj j=1 with wj = f(Y;) Mg(Y, )'