Chapter 11: Problem 3
Give a method for simulating a hypergeometric random variable.
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Chapter 11: Problem 3
Give a method for simulating a hypergeometric random variable.
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Suppose it is relatively easy to simulate from \(F_{i}\) for each \(i=1, \ldots,
n\). How can we simulate from
(a) \(F(x)=\Pi_{i=1}^{n} F_{i}(x) ?\)
(b) \(F(x)=1-\Pi_{i=1}^{n}\left(1-F_{i}(x)\right)\) ?
(c) Give two methods for simulating from the distribution \(F(x)=x^{n}\),
\(0
Show that if \(X\) and \(Y\) have the same distribution then $$ \operatorname{Var}((X+Y) / 2) \leq \operatorname{Var}(X) $$ Hence, conclude that the use of antithetic variables can never increase variance (though it need not be as efficient as generating an independent set of random numbers).
Give an algorithm for simulating a random variable having density function
$$
f(x)=30\left(x^{2}-2 x^{3}+x^{4}\right), \quad 0
Let \(R\) denote a region in the two-dimensional plane. Show that for a two- dimensional Poisson process, given that there are \(n\) points located in \(R\), the points are independently and uniformly distributed in \(R\) -that is, their density is \(f(x, y)=c,(x, y) \in R\) where \(c\) is the inverse of the area of \(R\).
Give a method for simulating a negative binomial random variable.
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