Let the random variable (X) have pdf [ f(x)= begin{cases}frac{1}{2} x, & 0 leqslant x <1
Question:
Let the random variable \(X\) have pdf
\[ f(x)= \begin{cases}\frac{1}{2} x, & 0 \leqslant x<1 \\ \frac{1}{2}, & 1 \leqslant x \leqslant \frac{5}{2}\end{cases} \]
Simulate a random variable from \(f(x)\), using
(a) the inverse-transform method;
(b) the acceptance-rejection method, using the proposal density
\[ g(x)=\frac{8}{25} x, \quad 0 \leqslant x \leqslant \frac{5}{2} \]
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Related Book For
Data Science And Machine Learning Mathematical And Statistical Methods
ISBN: 9781118710852
1st Edition
Authors: Dirk P. Kroese, Thomas Taimre, Radislav Vaisman, Zdravko Botev
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