Question: Let U have a uniform distribution on the interval [0, 1]. Then observed values having this distribution can be ob- tained from a computer's random
Let U have a uniform distribution on the interval [0, 1]. Then observed values having this distribution can be ob- tained from a computer's random number generator. Let X (1/A)In(1- U).
a. Show that X has an exponential distribution with param- eter A. [Hint: The cdf of X is F(x) = P(X x); X x is equivalent to U ?]
b. How would you use part
(a) and a random number gen- erator to obtain observed values from an exponential distribution with parameter = 10?
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