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(a) Find the inverse function' of the CDF of Exponential(1). (b) Find CDF of X = - log(U). (c) Find CDF of Y = – log(1 – U).

(a) Find the inverse function' of the CDF of Exponential(1). (b) Find CDF of X = - log(U). (c) Find CDF of Y = – log(1 – U).

MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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Question
2. Let U ~ Uniform(0, 1).
Transcribed Image Text:2. Let U ~ Uniform(0, 1).
(a) Find the inverse function' of the CDF of Exponential(1). (b) Find CDF of X = – log(U). (c) Find CDF of Y = – log(1 – U). Here log(-) is the logarithm function with base e. Remark: This example aims to show you a way to generate a specific distribution using the uniform distribution.
Transcribed Image Text:(a) Find the inverse function' of the CDF of Exponential(1). (b) Find CDF of X = – log(U). (c) Find CDF of Y = – log(1 – U). Here log(-) is the logarithm function with base e. Remark: This example aims to show you a way to generate a specific distribution using the uniform distribution.
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