Question: Assume that we have a technology for generating a random number U from Uniform(0, 1). ) Obtain a transformation g(U) that has the same distribution

Assume that we have a technology for generating a random number U from Uniform(0, 1). ) Obtain a transformation g(U) that has the same distribution as the random variable X in the CDF: e -T F(x) = , x>0 , otherwise (3) ) Write an algorithm for generating independent observations X1, X2, ..., Xn (where n is large), and use Xn to approximate I = E[sin(2x) (cos x) 3]

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