We would like to generate random variates for the random variable X that has a Negative- Exponential pdf fx(x) numbers coming from the U[0, 1] distribution. Call observations of those random numbers u; for as many values of i that we might need. Recall that Fx(X) is itself a random variable (notice that the argument of the cdf is upper-case X, thus a random variable and not x, a real number). So Fx(X) is a U[0, 1] random variable. Thus we can set U[0, 1] observations 4e-4x, for x > 0. Assume that you have a source for random to x and solve for x. Hint: • Write the cdf for X and set it equal to u¡; i.e., F(xi) = Ui. • Write the inverse cdf for X in terms of Ui; i.e., F¯'(F(x;)) = x¡ = F-'(u;). • Solve for in terms of ui. Xi

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We would like to generate random variates for the random variable X that has a Negative-
Exponential pdf fx(x)
numbers coming from the U[0, 1] distribution. Call observations of those random numbers u;
for as many values of i that we might need. Recall that Fx(X) is itself a random variable
(notice that the argument of the cdf is upper-case X, thus a random variable and not x, a
real number). So Fx(X) is a U[0, 1] random variable. Thus we can set U[0, 1] observations
= 4e-4x, for x > 0. Assume that you have a source for random
to x and solve for x.
Hint:
• Write the cdf for X and set it equal to u¡; i.e., F(x;) = ui.
• Write the inverse cdf for X in terms of u¿; i.e., F-'(F(x;)) = X; =
F='(u;).
Solve for x; in terms of uż.
Transcribed Image Text:We would like to generate random variates for the random variable X that has a Negative- Exponential pdf fx(x) numbers coming from the U[0, 1] distribution. Call observations of those random numbers u; for as many values of i that we might need. Recall that Fx(X) is itself a random variable (notice that the argument of the cdf is upper-case X, thus a random variable and not x, a real number). So Fx(X) is a U[0, 1] random variable. Thus we can set U[0, 1] observations = 4e-4x, for x > 0. Assume that you have a source for random to x and solve for x. Hint: • Write the cdf for X and set it equal to u¡; i.e., F(x;) = ui. • Write the inverse cdf for X in terms of u¿; i.e., F-'(F(x;)) = X; = F='(u;). Solve for x; in terms of uż.
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