Let the random variable (X) have pdf [ f(x)= begin{cases}frac{1}{2} x, & 0 leqslant x <1

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Let the random variable $X$ have pdf

\[ f(x)= \begin{cases}\frac{1}{2} x, & 0 \leqslant x<1 \\ \frac{1}{2}, & 1 \leqslant x \leqslant \frac{5}{2}\end{cases} \]

Simulate a random variable from $f(x)$, using

(a) the inverse-transform method;

(b) the acceptance-rejection method, using the proposal density

\[ g(x)=\frac{8}{25} x, \quad 0 \leqslant x \leqslant \frac{5}{2} \]

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Data Science And Machine Learning Mathematical And Statistical Methods

ISBN: 9781118710852

1st Edition

Authors: Dirk P. Kroese, Thomas Taimre, Radislav Vaisman, Zdravko Botev

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Question Posted: May 19, 2024 02:03 AM

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Let the random variable (X) have pdf [ f(x)= begin{cases}frac{1}{2} x, & 0 leqslant x <1

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Data Science And Machine Learning Mathematical And Statistical Methods

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