Prove that the expected number of iterations of the acceptance/rejection method until the first acceptance is k.

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Prove that the expected number of iterations of the acceptance/rejection method until the first acceptance is k. (Think of each iteration as a Bernoulli trial. What is the expected number of trials (not failures) until the first success?)

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Probability And Statistics

ISBN: 9780321500465

4th Edition

Authors: Morris H. DeGroot, Mark J. Schervish

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Question Posted: Nov 25, 2015 02:59 AM

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Prove that the expected number of iterations of the acceptance/rejection method until the first acceptance is k.

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The probability of acceptance on each attempt is 1k Since the ...View the full answer

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