Show how to use the probability integral transformation to simulate random variables with the two p.d.f.s in

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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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Probability And Statistics

ISBN: 9780321500465

4th Edition

Authors: Morris H. DeGroot, Mark J. Schervish

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Question Posted: Nov 25, 2015 02:59 AM

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Show how to use the probability integral transformation to simulate random variables with the two p.d.f.s in

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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 the full answer

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