Question: 3. Select an importance function, g(x). This function needs to be the PDF of a two-dimensional distribution function. Here, Morgensterns two-dimensional distribution is employed (Johnson,

3. Select an importance function, g(x). This function needs to be the PDF of a two-dimensional distribution function. Here, Morgenstern’s two-dimensional distribution is employed (Johnson, 1987, p. 185) and hence g(x) = 1 +

β(2x1/L − 1)(2x2/W − 1), x ∈ R.

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