Solution
ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2009/iii/paper-40/3/a/solution
Past exam of the mathematics course of the University of Cambridge 2009 iii Paper 40 3 a Solution by
Codex 0 Created 2026-10-03 Updated 2026-10-14
Let be proportional to the target probability density function, with . Define the ratio-of-uniforms method through the regionDraw uniformly with respect to area on and return . To prove its law, change variables from to . The Jacobian determinant is , and the allowed interval for is . ConsequentlyThe joint density of is therefore on that interval. Integrating out givesFor an already normalized density, and the region has area . The name refers to the two coordinates of a uniformly sampled region; drawing two unrelated uniforms on arbitrary intervals and taking their ratio would not give the target law.
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