For generating Y n(0,1) using an Accept Reject Algorithm, we could generate U uniform, V exponential () , and attach a random sign to V ( each with equal probability) What value of A will optimize this algorithm ...

M sup y Let fy y22 y Then fy is maximize at y 1 when y ...

For generating Y ~ n(0,1) using an Accept/Reject Algorithm, we could generate U ~ uniform, V ~

Question:

For generating Y ~ n(0,1) using an Accept/Reject Algorithm, we could generate U ~ uniform, V ~ exponential (λ) , and attach a random sign to V (± each with equal probability). What value of A will optimize this algorithm?

Fantastic news! We've Found the answer you've been seeking!

Step by Step Answer:

Related Book For book-img-for-question

Statistical Inference

ISBN: 978-0534243128

2nd edition

Authors: George Casella, Roger L. Berger

See More Books

Question Posted: May 26, 2016 05:22 AM

See More Questions

In this exercise we consider how to generate matrices with specified ranks using MATLAB. (a) In general, if A is an m n matrix with rank r, then r min(m, n). Why? Explain. If the entries of A are...
This exercise requires ideas from Section 2.6. In a two-sample experiment, when each item in one sample is paired with an item in the other, the paired t test (Section 6.8) can be used to test...
An experimenter is interested in the hypothesis testing problem H0: = 3.0 mm versus H : n 3.0 mm where is the average thickness of a set of glass sheets. Suppose that a sample of n = 41 glass...
In Power Bi please:I have a data table in the following format:DateSoccerBasketballBaseball2022 November9856602022 December10154612023 January10457642023 February100506 1 answer
Dustin Clemens is the accounting and finance manager for a manufacturer. At year-end, he must determine how to account for the companys contingencies. His manager, Madeline Pretti, objects to...
Describe the basic principle of DCFs and how they can be used to compare different streams of cash flows.
Suppose the random variable x has an exponential probability distribution with A = 2. Find the mean and standard deviation of x. Find the probability that x will assume a value within the interval f...
Show that, in the Keynesian DMP model, if the wage is judged to be inefficiently high, so that unemployment is inefficiently high, the government can pay a subsidy to firms that corrects the problem....
Required: 1. Complete the schedule of the company's total costs and costs per unit as given in the relevant tab below. 2. Assume that the company produces and sells 92,000 units during the year at a...
Jack and Jane are married and own a home insured for $150,000 under an unendorsed HO-3 policy. The replacement cost of the home is $250,000. Personal property is insured for $75,000. Jane has jewelry...
(a) Suppose it is desired to generate Y ~ beta(o, b), where a and b are not integers. Show that using V ~ beta([a], |b]) will result in a finite value of M = suPy, fy (y)j fv (y). (b) Suppose it is...
A variation of the importance sampling algorithm of Exercise 5.64 can actually produce an approximate sample from f. Again let X ~ f and generate Y1, Y2,..., Ym, iid from g. Calculate qi =...
Suppose that Karen and John get together to grade their students exams. The time required for Karen to grade a question on a students exam is normally distributed with mean 90 seconds and standard...
Which topics do you see as being most relevant to your current job or the job you will seek to obtain once you have earned your degree? How so ? In which ways has this course Commercial Law changed...
Directions Answer the following reflective questions: There do exist examples of business organizations following principles of behavior that are not entirely self-serving, but rather, are pursuing...
10 Count scallops cost $12.97 per pound. How much do they cost for each? A Wagyu Beef New York Strip costs $14 per pound and weighs 15 pounds. The useable yield is 12.5 pounds. How many 12 ounce...
How do coordinating agencies differ in a crisis, disaster, and an emergency ?Explain
How do we manage and respond to customer feedback and reviews to maintain a positive brand reputation? Explain with the help of examples.
State the difference between a key and an index.
CdF2 (s) Cd+ (aq) + 2 F- (aq) 1. A saturated solution of CdF2 is prepared. The equilibrium in the solution is represented above. In the solution [Cd+] eq = 0.0585 M and [F-] eq = 0.117 M. a....
Assume the number of errors along a magnetic recording surface is a Poisson random variable with a mean of one error every 105 bits. A sector of data consists of 4096 eight-bit bytes. (a) What is the...
An installation technician for a specialized communication system is dispatched to a city only when three or more orders have been placed. Suppose orders follow a Poisson distribution with a mean of...
From 500 customers, a major appliance manufacturer will randomly select a sample without replacement. The company estimates that 25% of the customers will provide useful data. If this estimate is...
*please calculate irr in excel
Which of the following would not be a period cost? Research and development Direct materials Office supplies Advertising costs
\ table [ [ Activity Cost Pool,Activity Measure,Total Cost,Total Activity ] , [ Machining , Machine - hours,$ 3 3 0 , 0 0 0 , 1 5 , 0 0 0 MHs ] , [ Machine setups,Number of setups,$ 3 0 0 , 0 0 0 , 5...

For generating Y ~ n(0,1) using an Accept/Reject Algorithm, we could generate U ~ uniform, V ~

Question:

Step by Step Answer:

M sup y Let fy y22 y Then fy is maximize at y 1 when y ...View the full answer

Statistical Inference

Students also viewed these Statistics questions