Problem

Let f (x) = (1 + αx)/2, for −1 ≤ x ≤ 1 and −1 ≤ α ≤ 1. a. Describe an algorithm to...

Let f (x) = (1 + αx)/2, for −1 ≤ x ≤ 1 and −1 ≤ α ≤ 1.

a. Describe an algorithm to generate random variables from this density using the rejection method.

b. Write a computer program to do so, and test it out.

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