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assignments/assignment_0_CompStat_2022.tex

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@@ -30,7 +30,7 @@ \section*{Background}
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Suppose we have the following procedure:
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\begin{enumerate}
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\item Generate $U_1, U_2 \sim \operatorname{Uniform}(0, 1)$, independently;
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\item Compute $Y_1 = -\log(U1)$ and $Y_1 = -\log(U1)$.
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\item Compute $Y_1 = -\log(U1)$ and $Y_2 = -\log(U2)$.
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If $Y_2 > \frac{(1-Y_1)^2}{2}$, accept $Y = (Y_1, Y_2)$.
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Else, reject and return to step 1;
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\item Generate $U_3 \sim \operatorname{Uniform}(0, 1)$; if $U_3 < 1/2$, set $X = Y_1$, otherwise set $X = -Y_1$.
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