*6. In Example 11.5 we simulated the absolute value of a standard normal by using the Von...
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*6. In Example 11.5 we simulated the absolute value of a standard normal by using the Von Neumann rejection procedure on exponential random variables with rate 1. This raises the question of whether we could obtain a more efficient algorithm by using a different exponential density—that is, we could use the density Image. Show that the mean number of iterations needed in the rejection scheme is minimized whenI mage.
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