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Unformatted text preview: 9 4. Exercise 5 . 18, use rejection method with a uniform distributed random variable on U [ a,b ] on the interval [ a,b ]. Discuss the value of a and b that minimizes the expected number of iterations....
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This note was uploaded on 04/19/2011 for the course IEOR 4404 taught by Professor C during the Spring '10 term at Columbia.
- Spring '10