*6. In Example 11.4 we simulated the absolute value of a unit normal by using the Von...

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*6. In Example 11.4 we simulated the absolute value of a unit 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 g(x) = Ae_ x\ Show that the mean number of iterations needed in the rejection scheme is minimized when ë = 1.

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