2.6 Apply the inverse-transform method to generate random variables from a Laplace distribution (i.e., a shifted two-sided exponential distribution) with pdf -∞ < x <∞ (A > 0). f(x) = = 1 2 -X|x-0| e
2.6 Apply the inverse-transform method to generate random variables from a Laplace distribution (i.e., a shifted two-sided exponential distribution) with pdf -∞ < x <∞ (A > 0). f(x) = = 1 2 -X|x-0| e
Advanced Engineering Mathematics
10th Edition
ISBN:9780470458365
Author:Erwin Kreyszig
Publisher:Erwin Kreyszig
Chapter2: Second-order Linear Odes
Section: Chapter Questions
Problem 1RQ
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Transcribed Image Text:2.6 Apply the inverse-transform method to generate random variables from a
Laplace distribution (i.e., a shifted two-sided exponential distribution) with pdf
1
f(x)= -X|x-0||
= e
2
"
-∞<x<∞ (X>0).
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