Question: Let G be a distribution function with density g and suppose, for constants a < b , we want to generate a random variable from

LetGbe a distribution function with densitygand suppose, for constants a<b, we want to generate a random variable from the distribution function:

F(x) = (G(x)-G(a))/(G(b)-G(a)) with a <(or equal) x <(or equal) b

(a) If X has distribution G, then F is the conditional distribution of X given what information?

(b) Show that the rejection method reduces in this case to generate a random variable X having distribution G and then accepting it if it lies between a and b

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