In an accept-reject algorithm that generates a n 0 1 random


In an Accept-Reject algorithm that generates a N (0, 1) random variable from a double-exponential distribution with density g(x|α)=(α/2) exp(-α|x|), compute the upper bound M over f /g and show that the choice α = 1 optimizes the corresponding acceptance rate

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English: In an accept-reject algorithm that generates a n 0 1 random
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