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Unformatted text preview: = j ) = ± 1 2 ² j +1 + ( 1 2 ) 2 j1 3 j , j = 1 , 2 , . . . 4. (From Ross) Give an algorithm that generates a random variable having density f ( x ) = 30( x 22 x 3 + x 4 ) , ≤ x ≤ 1 Discuss the eﬃciency of this approach. 5. (From Ross) Buses arrive at a sporting event according to a Poisson process with rate 5 per hour. Each bus is equally likely to contain either 20, 21, . .., 40 fans, with the numbers in the diﬀerent buses being independent. Write an algorithm to simulate the arrival of fans to the event by time t = 1. 6. (From Ross) Write a program that uses the thinning algorithm to generate the ﬁrst 10 time units of a nonhomogeneous Poisson process with intensity function λ ( t ) = 3 + 4 t + 1...
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This note was uploaded on 11/17/2010 for the course IEOR 4404 taught by Professor C during the Spring '10 term at Columbia.
 Spring '10
 C

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