Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

A certain random variable X has the probability density function (pdf) given by f X (x)={ x 1, 1x, 1x0 0x1 and f X (x)=0,

A certain random variable X has the probability density function (pdf) given by f X (x)={ x 1, 1x, 1x0 0x1 and f X (x)=0, otherwise.

(a) Show that the cumulative distribution function may be expressed as F X (X) = {0, x<-1, 1/2(1-x)^(2), -1<=x<=0, 1 - 1/2(1 - x)^(2), 0<=x<=1, 1, x>1)

(b) Given a standard uniform random variable U, give an algorithm to generate the random variable X using the result in part a.

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_2

Step: 3

blur-text-image_3

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

Making Hard Decisions with decision tools

Authors: Robert Clemen, Terence Reilly

3rd edition

538797576, 978-0538797573

More Books

Students also viewed these Mathematics questions