Question: Consider generating a random variable having density function f(x) =e^x/(e-1), 0 < x < 1 (a) Write the inverse transform method. (b) Write the acceptance-rejection
Consider generating a random variable having density function
f(x) =e^x/(e-1), 0 < x < 1
(a) Write the inverse transform method.
(b) Write the acceptance-rejection method, with a proposal density Unif [0; 1].
(c) Which methods in part (a) or (b) do you prefer? Explain you answer.
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