Implementations of the accept-reject algorithm


Response to the following:

1. Compare the execution times of the two proposed implementations of the Accept-Reject algorithm, as well as alternatives simulating Nsim*Nprop proposals at once when Nprop varies.

2. Show formally that, for the ratio f /g to be bounded when f is a Be(α, β) density and g is a Be(a, b) density, we must have both a ≤ α and b ≤ β. Deduce that the best choice for a and b among the integer values is a = [α] and b = [β] .

 

 

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Engineering Mathematics: Implementations of the accept-reject algorithm
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