Suppose it is relatively easy to simulate from Fi for each i = 1, . . .
Question:
Suppose it is relatively easy to simulate from Fi for each i = 1, . . . , n. How can we simulate from
(a) F(x) =n i=1Fi(x)?
(b) F(x) = 1−n i=1(1 −Fi(x))?
(c) Give two methods for simulating from the distribution F(x) = xn, 0 <
x <1.
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