FIRST COURSE IN PROBABILITY (LOOSELEAF)
FIRST COURSE IN PROBABILITY (LOOSELEAF)
10th Edition
ISBN: 9780134753751
Author: Ross
Publisher: PEARSON
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Chapter 10, Problem 10.7P

Let F be the distribution function F ( x ) = x n 0 < x < 1

a. Give a method for simulating a random variable having distribution F that uses only a single random number.

b. Let U 1 ,   ... ,   U n be independent random numbers. Show that P { max ( U 1 ,   ... ,   U n ) x } = x n

c. Use part (b) to give a second method of simulating a random variable having distribution F.

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