Question: Assume that we can generate samples from a continuous random variable Y with an invertible cdf FY, a. What is the distribution of FY (Y

Assume that we can generate samples from a continuous random variable Y with an invertible cdf FY,

a. What is the distribution of FY (Y )?

b. Using the answer to the previous question, propose a method to generate an exponential random variable with parameter 2 from the samples of another exponential random variable with parameter 1. The algorithm should simplify to a very simple procedure.

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