Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

12. Suppose it is easy to generate random variable from any of the distribution F, , i = I, . . . , n. How,

image text in transcribed

12. Suppose it is easy to generate random variable from any of the distribution F, , i = I, . . . , n. How, can we generate from the following distributions? F(x)=IT, F,(x) (b) (a) F(x) = 1-IT-i [1-F,(x)] l Hint: If Xi, i = I, . . . , n, are independent random variables, with Xi having distribution Fi, what random variable has distribution function F?] 13. Using the rejection method and the results of Exercise 12, give two other methods, aside from the inverse transform method, that can be used to generate a random variable having distribution function Discuss the efficiency of the three approaches to generating from F. 12. Suppose it is easy to generate random variable from any of the distribution F, , i = I, . . . , n. How, can we generate from the following distributions? F(x)=IT, F,(x) (b) (a) F(x) = 1-IT-i [1-F,(x)] l Hint: If Xi, i = I, . . . , n, are independent random variables, with Xi having distribution Fi, what random variable has distribution function F?] 13. Using the rejection method and the results of Exercise 12, give two other methods, aside from the inverse transform method, that can be used to generate a random variable having distribution function Discuss the efficiency of the three approaches to generating from F

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access to Expert-Tailored Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image

Step: 3

blur-text-image

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

DB2 Universal Database V7.1 Application Development Certification Guide

Authors: Steve Sanyal, David Martineau, Kevin Gashyna, Michael Kyprianou

1st Edition

0130913677, 978-0130913678

More Books

Students also viewed these Databases questions

Question

2. What process will you put in place to address conflicts?

Answered: 1 week ago