Construct an accept-reject algorithm


Solve the following problem:

In each of the following cases, construct an Accept-Reject algorithm, generate a sample of the corresponding random variables, and draw the density function on top of the histogram.

a. Generate normal random variables using a Cauchy candidate in Accept-Reject.

b. Generate gamma G(4.3, 6.2) random variables using a gamma G(4, 7) candidate.

 

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Basic Statistics: Construct an accept-reject algorithm
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