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. (Generating Random Variables) Generating random variables with a desired probabil ity distribution is an important element of man},r engineering design applications. In this question,
. (Generating Random Variables) Generating random variables with a desired probabil ity distribution is an important element of man},r engineering design applications. In this question, you will use a programming language to generate random variables using the transform method. This will be very useful for your project. Let U be a uniform random variable from U to 1. Let X be the random variable we wish to generate. Let F}; {I} be the cdf of X. {a} Determine the inverse of Fxm}, i.e. Film). when X is an exponential RV with A = as. {b} Now, you will generate X by applying F'qu) on U . Generate u = 50W} exponen tial random variables with A = (1.5 and plot a histogram of the points. Compare the histogram to a plot of the pdf of X . For MATLAB. you can use the following function to plot the histogram: histogramlsamples , 'Normalization' , 'pdf ') . (c) Now. assume that X is a discrete uniform RV on the set {1. 2, 3, 4}. Repeat the steps of part (a) and {b}. In MATLAB. for the histogram. use the following func tion since X is now a discrete RV: histogram(samples , 'Normalization' , ' probability ')
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