Let U ~ uniform(0,1). (a) Show that both - log U and - log(l - U) are

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Let U ~ uniform(0,1).
(a) Show that both - log U and - log(l - U) are exponential random variables.
(b) Show that X = log u/1-u is a logistic(0,1) random variable.
(c) Show how to generate a logistic(μ,β) random variable.

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Statistical Inference

ISBN: 978-0534243128

2nd edition

Authors: George Casella, Roger L. Berger

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Question Posted: May 26, 2016 05:21 AM

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Let U ~ uniform(0,1). (a) Show that both - log U and - log(l - U) are

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a See Example 214 b X gU log 1UU Then g 1 x 11 e y Thus which is the ...View the full answer

Statistical Inference

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