Statistics and Probability 3. Consider generating random numbers from the standard normal distribution N(0,1). (a) Describe the acceptance-rejection method using a proposal distribution of your choice. (b) Derive its acceptance rate. (c) Code the ratio-of-uniforms generator in R (or other commonly used languages).

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Statistics and Probability
3.
Consider generating random numbers
from the staridard normal distribution N(0,1).
(a) Describe the acceptance-rejection method using a
proposal distribution of your choice. (b) Derive its
acceptance rate.
(c) Code the ratio-of-uniforms generator in R (or other
commonly used languages).
Transcribed Image Text:Statistics and Probability 3. Consider generating random numbers from the staridard normal distribution N(0,1). (a) Describe the acceptance-rejection method using a proposal distribution of your choice. (b) Derive its acceptance rate. (c) Code the ratio-of-uniforms generator in R (or other commonly used languages).
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