Simulate random sample from desired cdf F(x) using uniform. Simulate a random sample of size 5 from X with desired cdf (not pdf -{"-e. 0, x < 3 F(x) = 1- (2)*, x> 3 1 (a) sample point y chosen at random from (assume) uniform U(0,1) y cdf: F(x) = P(X

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Simulate random sample from desired cdf F(x) using uniform.
Simulate a random sample of size 5 from X with desired cdf (not pdf
-{"-e*
0,
x < 3
F(x) =
1- (2)*, x > 3
1
(a) sample point y
chosen at random from
(assume) uniform U(0,1)
y
cdf: F(x) = P(X <x)+
3 х6
inverse cdf: F'(y) = P(Y < y)
12
(b) generates sample point x chosen
at random from desired cdf F (y)
Figure 3.13: Distribution y = F(x) and inverse r = F-1(y)
(a) Determine cdf of X, desired F(x).
Transcribed Image Text:Simulate random sample from desired cdf F(x) using uniform. Simulate a random sample of size 5 from X with desired cdf (not pdf -{"-e* 0, x < 3 F(x) = 1- (2)*, x > 3 1 (a) sample point y chosen at random from (assume) uniform U(0,1) y cdf: F(x) = P(X <x)+ 3 х6 inverse cdf: F'(y) = P(Y < y) 12 (b) generates sample point x chosen at random from desired cdf F (y) Figure 3.13: Distribution y = F(x) and inverse r = F-1(y) (a) Determine cdf of X, desired F(x).
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