Write an algorithm for generating from the density proportional to r de−r (1 + e−r)−2 using either acceptance/rejection or ratio of uniforms. Let A be a positive definite, symmetric, Toeplitz matrix....


Write an algorithm for generating from the density proportional to r de−r (1 + e−r)−2 using either acceptance/rejection or ratio of uniforms.


Let A be a positive definite, symmetric, Toeplitz matrix. Discuss how to exploit the Levinson-Durbin algorithm (Section 4.5) to generate multivariate normal vectors with covariance matrix A.



May 03, 2022
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