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Rejection sampling for the geometric distribution

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Question:

Rejection sampling for the Geometric distribution.

(a) Calculate the rejection sampling procedure that we would use if we have access to draws from the Geometric(0.5) distribution, and would like to simulate draws from the Geometric(0.6) distribution.

(b) What goes wrong if we instead try to simulate draws from the Geometric(0.4) distribution (again assuming that Geometric(0.5) is the distribution that we can draw samples from)?

Reference no: EM132847070

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