Chapter 11: Problem 7
Give an algorithm for simulating a random variable having density function
$$
f(x)=30\left(x^{2}-2 x^{3}+x^{4}\right), \quad 0
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Chapter 11: Problem 7
Give an algorithm for simulating a random variable having density function
$$
f(x)=30\left(x^{2}-2 x^{3}+x^{4}\right), \quad 0
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Set up the alias method for simulating from a binomial random variable with parameters \(n=6, p=0.4\)
If \(0 \leq X \leq a\), show that (a) \(E\left[X^{2}\right] \leq a E[X]\) (b) \(\operatorname{Var}(X) \leq E[X](a-E[X])\) (c) \(\operatorname{Var}(X) \leq a^{2} / 4\)
Suppose it is relatively easy to simulate from the distributions \(F_{1}\),
\(i=1, \ldots, n\). If \(n\) is small, how can we simulate from
$$
F(x)=\sum_{t=1}^{n} P_{i} F_{f}(x), \quad P_{i} \geq 0, \quad \sum_{i} P_{i}=1
?
$$
Give a method for simulating from
$$
F(x)=\left\\{\begin{array}{ll}
\frac{1-e^{-2 x}+2 x}{3}, & 0
If \(f\) is the density function of a normal random variable with mean \(\mu\) and variance \(\sigma^{2}\), show that the tilted density \(f_{t}\) is the density of a normal random variable with mean \(\mu+\sigma^{2} t\) and variance \(\sigma^{2}\).
Give an efficient method for simulating a nonhomogeneous Poisson process with intensity function $$ \lambda(t)=b+\frac{1}{t+a}, \quad t \geq 0 $$
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