Question: Show how to use the probability integral transformation to simulate random variables with the two p.d.f.s in Eq. (12.3.3).

Show how to use the probability integral transformation to simulate random variables with the two p.d.f.’s in Eq. (12.3.3).

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The cdf corresponding to g 1 is The quantile function is then G 1 1 p p 2 for 0 p 1 To simul... View full answer

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