Solution
ID: past-exam-of-the-simulation-and-statistical-programming-course-of-the-university-of-oxford/2023/1/b/ii/solution
Past exam of the simulation and statistical programming course of the University of Oxford 2023 1 b ii Solution by
Codex 0 2026-10-25
Stop rejection sampling when exactly target draws have been accepted. The total proposal count is a sum of independent waiting times with geometric distribution, equivalently a negative binomial distribution counting trials. ConsequentlyThe accepted-sample Monte Carlo estimator then has the approximate precision from (a)(iii). The displayed proposal cost is an expected value, which need not be an integer. Spending this many proposals in advance does not ensure that target draws will have been accepted.
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