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in that it took me several iterations [as shown in the above] to realise the issue was with the notation
which seemed to be missing a density term or, in other words, be different from
What is surprising for me is that the integral
has a clear meaning as a Riemann integral, hence should be more intuitive….
Filed under: Books, R, Statistics, University life Tagged: accept-reject algorithm, George Casella, Introducing Monte Carlo Methods with R, Lebesgue integration, Riemann integration
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