Let r 1 , r 2 , . . . , r n be uniform random numbers.

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Let r1, r2, . . . , rn be uniform random numbers. Define xi = − ln ri and yi = − ln (1 − ri), for i = 1, 2, . . . , n, and Label each of the following statements as true or false, and then justify your answer.

(a) The numbers x1, x2, . . . , xn and y1, y2, . . . , yn are random observations from the same exponential distribution.

(b) The average of x1, x2, . . . , xn is equal to the average of y1, y2, . . . , yn.

(c) z is a random observation from an Erlang (gamma) distribution.

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Introduction To Operations Research

ISBN: 9781260575873

11th Edition

Authors: Frederick S. Hillier, Gerald J. Lieberman

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