Explain why the transformation x = ln(u) may be used to simulate values from an exponential distribution

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Explain why the transformation x = –μln(u) may be used to simulate values from an exponential distribution with mean μ.

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Modern Mathematical Statistics With Applications

ISBN: 9783030551551

3rd Edition

Authors: Jay L. Devore, Kenneth N. Berk, Matthew A. Carlton

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Question Posted: Aug 20, 2023 05:25 AM

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Explain why the transformation x = ln(u) may be used to simulate values from an exponential distribution

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The exponential distribution is commonly used to model the time between events in a Poisson process ...View the full answer

Modern Mathematical Statistics With Applications

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