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Problem 13 (MC Integration): (16 pts) Suppose the following is the probability density function of the random variable X. 4 : 4S S0 f($)={n(413 :
Problem 13 (MC Integration): (16 pts) Suppose the following is the probability density function of the random variable X. 4 : 4S S0 f($)={n(413 : 031:4 (a) What is the value ofn? ( b ) Describe an acceptance-rejection algorithm for generating a sample of X given a uniform U(0, 1) random number generator. You need to pick 9 and c (c) How many uniform random variables on average will be required to generate one sample of X
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