Question: Show that the discrete inverse transform algorithm for generating a geometric random variable with parameter p reduces to the following: 1. Generate a random number

Show that the discrete inverse transform algorithm for generating a geometric random variable with parameter p reduces to the following:

1. Generate a random number U 2. Set X = Int(

log(1−U)

log(1−p) ) + 1 Give a second algorithm for generating a geometric random variable with parameter p that takes into account the probabilistic interpretation of such a random variable.

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