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4. (15 pts.) A common operation in many computer simulations is the generation of samples from a discrete random variable. The problem essentially can be
4. (15 pts.) A common operation in many computer simulations is the generation of samples from a discrete random variable. The problem essentially can be mathematically reduced to the following simple case. Consider a discrete random variable x taking values in the set Sx = {0,1,2,...,n-1 with probability mass function (PMF) px, so that Px() is the probability that the random variable X takes value xe Sx. Let Fx be the cumulative distribution function (CDF) of X, whose domain is the set of real values R = (-0, +00), and is defined as Fx (x) = P(XS) = if : n-1. A simple general approach to generate random samples from X according to its PMF PX is to draw a number r uniformly at random from the interval (0,1), and then use the CDF FX to select the value x as the random sample of X if Fx (x - 1) Sr
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