- #1
sneaky666
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Help with simulating distributions...
For each of the following c.d.f F, find a formula for X in terms of U, such that if U~Uniform[0,1], then X has c.d.f F.
a)
F(x) =
0 if 0 x<0
x if 0<=x<=1
1 if x>1
b)
F(x) =
0 if 0 x<0
x^2 if 0<=x<=1
1 if x>1
c)
F(x) =
0 if 0 x<0
(x^2)/9 if 0<=x<=3
1 if x>3
How do I solve these?
a)
Is it
Y=min(x:F(x)>=u)
Do i need to simplify this more?
Homework Statement
For each of the following c.d.f F, find a formula for X in terms of U, such that if U~Uniform[0,1], then X has c.d.f F.
a)
F(x) =
0 if 0 x<0
x if 0<=x<=1
1 if x>1
b)
F(x) =
0 if 0 x<0
x^2 if 0<=x<=1
1 if x>1
c)
F(x) =
0 if 0 x<0
(x^2)/9 if 0<=x<=3
1 if x>3
How do I solve these?
Homework Equations
The Attempt at a Solution
a)
Is it
Y=min(x:F(x)>=u)
Do i need to simplify this more?