Explain how to use the rejection method to simulate a random variable with the p.d.f. given by
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Question:
Explain how to use the rejection method to simulate a random variable with the p.d.f. given by
f(x)=30(x^2-2x^3+x^4), 0
and f(x)=0 otherwise.This means, you should specify g and c, and state the method of simulation with the corresponding function g and value c. Is the choice of c unique? How should you select the value of c?
Note:
Rejection method:
1. Simulate two independent random variables U and Y , where U follows U (0, 1) distribution, and Y has the p.d.f. g.
2 If U ≤ f(Y )/cg(Y), then stop and let X := Y ; otherwise, return to Step 1.
The random variable X produced in this way is with the p.d.f. f.
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