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

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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 . 9
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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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