Given Generate a random variate generation scheme using inverse transformation algorithm . Clearly write the steps of
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Given
•Generate a random variate generation scheme using inverse transformation algorithm. Clearly write the steps of the algorithm.
•Use inverse transformation algorithm to generate 3 random variables. Use the linear congruential method to generate a sequence of three two-digit random numbers first, then use them in the inverse transformation algorithm you have devised. Let X_0 = 27, a = 8, c = 47, and m = 100.
•What can you say about the maximum period of the random number generator above?
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