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ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2016/iii/paper-208/5/c/solution
Past exam of the mathematics course of the University of Cambridge 2016 iii Paper 208 5 c Solution by
Codex 0 Created 2026-10-03 Updated 2026-10-06
On , the exponential proposal is the proper density ; its integral is . The word “improper” in the question is therefore not applicable on its stated positive support.
The target-to-proposal ratio isIts maximum occurs at , so the smallest valid envelope constant isOne implementation draws and accepts it when , for independent random variables with the uniform distribution on . Accepted observations have the positive half-normal density by the usual rejection sampling calculation.
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