EBK FIRST COURSE IN PROBABILITY, A
EBK FIRST COURSE IN PROBABILITY, A
10th Edition
ISBN: 9780134753683
Author: Ross
Publisher: VST
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Chapter 10, Problem 10.9P

Suppose we have a method for simulating random variables from the distributions F1 and F2. Explain how to simulate from the distribution F ( x ) = p F 1 ( x ) + ( 1 p ) F 2 ( x ) 0 < p < 1

Give a method for simulating from F ( x ) = { 1 3 ( 1 e 3 x ) + 2 3 x 0 < x 1 4 1 3 ( 1 e 3 x ) + 2 3 x > 1

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