Assignment04

Assignment04 - 9 4. Exercise 5 . 18, use rejection method...

Info iconThis preview shows page 1. Sign up to view the full content.

View Full Document Right Arrow Icon
Columbia University IEOR 4404: Simulation Fall 2009 Assignment 4 due on Oct 13 th All problems are independent and taken from Chapter 5 of Ross book (4th edition). 1. Exercise 5 . 2 2. Exercise 5 . 4 (assume α > 0 and β > 0) 3. Exercise 5 .
Background image of page 1
This is the end of the preview. Sign up to access the rest of the document.

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....
View Full Document

This note was uploaded on 04/19/2011 for the course IEOR 4404 taught by Professor C during the Spring '10 term at Columbia.

Ask a homework question - tutors are online