Question: 13. (8 points) We would like to generate random variates for the random variable X that has a Negative- Exponential pdf fx(x) = 4e-47, for

13. (8 points) We would like to generate random variates for the random variable X that has a Negative- Exponential pdf fx(x) = 4e-47, for x 2 0. Assume that you have a source for random numbers coming from the U[0, 1] distribution. Call observations of those random numbers ui for as many values of i that we might need. Recall that Fx(X) is itself a random variable (notice that the argument of the cdf is upper-case X, thus a random variable and not r, a real number). So Fx(X) is a U[0, 1] random variable. Thus we can set U[0, 1] observations to x and solve for x. Hint: . Write the cdf for X and set it equal to us; i.e., F(xi) = ui. . Write the inverse cdf for X in terms of us; i.e., F-1(F(xi)) = xi = F-1(ui). . Solve for ; in terms of ui
Step by Step Solution
There are 3 Steps involved in it
Get step-by-step solutions from verified subject matter experts
