Recall the truncated distribution function F* and the algorithm for generating from it, as given in Sec. 8.2.1.
(a) Show that the algorithm stated in Sec. 8.2.1 is valid when F is continuous and strictly increasing.
(b) Show that the following algorithm is also valid for generating X with distribution function F* (assume again that F is continuous and strictly increasing):
1. Generate U ~ U(0, 1).
2. If F(a) ≤ U ≤ F(b), return X = F-1(U). Otherwise, go back to step 1.
Which algorithm do you think is “better”? In what sense? Under what conditions?
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