Write an acceptance/rejection algorithm for the t distribution using a Cauchy envelope and bounds XXXXXXXXXXCompare setup and non-setup versions as in Exercise 11.7. Consider also the Devroye bound ...


Write an acceptance/rejection algorithm for the t distribution using a Cauchy envelope and bounds (11.3.7). Compare setup and non-setup versions as in Exercise 11.7. Consider also the Devroye bound


                       1 + x2 α −(α+1)/2 ≤  1 +




α + 1 2α  x2 −1 .


Prove this inequality and include it in your implementation of the Cauchy algorithm.



May 03, 2022
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