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SOLVED: Rejection Sampling: Imagine YOu wanted to do rejection sampling (instead of inverse transform sampling) to sample from the density f in Question (1). For each of the following candidate densities, explain why it is Or isn t a good candidate (or somewhere in the middle). You don't need to do any R here: Hint: Think about the role of the support of the densities and their decay rate; that is; 'heavier Or 'lighter' tails (heavy tails are those that decay slowly; while light tails are those

SOLVED: Rejection Sampling: Imagine YOu wanted to do rejection sampling (instead of inverse transform sampling) to sample from the density f in Question (1). For each of the

SOLVED: Rejection Sampling: Imagine YOu wanted to do rejection sampling ...

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To do this, you can use the Inverse Transform Sampling Method for random number generation from an arbitrary continuous distribution having an inverse. For a continuous random variable, X, having distribution Fx(x), it is possible to generate random deviates of X by forming Fx^-1(u), where u is a random number from a uniform distribution on [0,1].

To do this, you can use the Inverse Transform Sampling Method for random number generation from an arbitrary continuous distribution having an inverse. For a continuous random variable, X, having distribution Fx(x), it is possible to generate random deviates of X by forming Fx^-1(u), where u is a random number from a uniform distribution on [0,1].

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