Answer to Question #102349 in Statistics and Probability for Peter Gemayel

Question

Consider the target p.d.f. f(x) =((3/14)(1 + x2), 0 ≤ x ≤ 2, 0, otherwise.
(a) Express f(x) as a mixture p1g1(x)+p2g2(x) where p1,p2 > 0 and p1 + p2 = 1, and where both g1(x) and g2(x) are p.d.f.s.
(b) Using part (a), write down an algorithm for generating X ∼ f by the composition method expressing your results in terms of i.i.d. U1,U2 ∼ U[0,1].

Answer 1

Dear Peter Gemayel, your question requires a lot of work, which neither of our experts is ready to perform for free. We advise you to convert it to a fully qualified order and we will try to help you. Please click the link below to proceed: Submit order