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DIR Return to: Questions for R / RStudio (Spring 2023)
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#Post#: 58--------------------------------------------------
A common question for the acceptance-rejection method
By: Cat Date: February 25, 2023, 5:19 pm
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I am confusing about one case in the acceptance-rejection
method:
we are required to find a constant c such that f(x)/g(x) < c
and for the probability for the acceptance value we have 1/c
Does this imply that we have to find the c > 1 since the
probability cannot be greater than 1?
Just like Question 2 in our homework 5: I try to take g(x) = 1
and c = 0.65 but the theoretical probability value is 1/0.65
which seems to be unreasonable.
Or maybe I should try another g(x) and c in this case?
#Post#: 59--------------------------------------------------
Re: A common question for the acceptance-rejection method
By: Taeho Kim Date: February 25, 2023, 5:29 pm
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Hi Cat,
Your observation is correct. c has to be greater than 1.
My question is whether g(x)=1 is really true.
I recommend you plot the g(x) first.
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