*6. In Example 11.5 we simulated the absolute value of a standard normal by using the Von...

Question:

*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.

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

Step by Step Answer:

Related Book For  book-img-for-question
Question Posted: