a. Show how to simulate a random variable having the Laplace distribution with parameters 0 and 1. The p.d.f. of the Laplace distribution with parameters θ and σ is given in Eq. (10.7.5).
b. Show how to simulate a standard normal random variable by first simulating a Laplace random variable and then using acceptance/rejection. Maximize e−x2/2/e−x for x ≥ 0, and notice that both distributions are symmetric around 0. |

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