h***t 发帖数: 2540 | 1 【 以下文字转载自 Statistics 讨论区 】
发信人: hjdut (hehe), 信区: Statistics
标 题: how to prove this problem ?
发信站: BBS 未名空间站 (Wed Jan 23 17:35:28 2008)
f(x)=3/4*(1-x^2), abs(x)<=1
the algorithm is: generate iid u1,u2,u3 from uniform(-1,1)
if abs(u3)> abs(u2) and abs(u3)>abs(u1), u=u2, otherwise u=u3
how to prove algorithm generates variates from f ?
Thanks | o****r 发帖数: 57 | |
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