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Unformatted text preview: U u u F x x AcceptReject Method f. to according d distribute is Y variate The otherwise 1 Return to . 3 Mg(X) f(X) U if X Y Accept 2. Unif(0,1) ~ U g, ~ X Generate 1. constant. a is M where x, all for Mg(x) f(x) such that pdfs be g and f Let = Example N(0,1) from generate to method reject accept apply the can Then we . e 2/ M Hence 1. at x attained is which , by bounded is ) 1 ( g(x) f(x) Now, on. distributi N(0,1) from generate want to We ons. distributi ) Cauchy(0,1 and N(0,1) of pdfs be g and f Suppose 2 2 2 = = + =x e x Discrete Distributions ) p (Assume k. X put then p If Unif(0,1). ~ U Generate . be X variable random the of on distributi y probabilit Let the 1k 2 1 2 1 = = < k n n p U p p p x x x...
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 Spring '09
 ProfLaha

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