Past exam of the mathematics course of the University of Cambridge / 2018 / ii / Paper 4 / 28K / a

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- Solution a

Solution

Z_{i} = {1, - 1, U_{i}^{*} \geq 1/2, U_{i}^{*} < 1/2.

The

Z_{i}

are independent Rademacher random variables. Sending

X_{i} = x_{0} + h Z_{i}

to the machine therefore produces the required independent design points.

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