123. Let U have a uniform distribution on the interval [0, 1]. Then observed values having this...
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123. Let U have a uniform distribution on the interval [0, 1].
Then observed values having this distribution can be obtained from a computer’s random number generator. Let X (1/)ln(1 U).
a. Show that X has an exponential distribution with parameter . [Hint: The cdf of X is F(x) P(X x); X x is equivalent to U ?]
b. How would you use part
(a) and a random number generator to obtain observed values from an exponential distribution with parameter 10?
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Related Book For
Probability And Statistics For Engineering And The Sciences
ISBN: 9781111802325
7th Edition
Authors: Dave Ellis, Jay L Devore
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