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Monte Carlo Method (generating random numbers)

  1. Dec 1, 2009 #1
    1. The problem statement, all variables and given/known data

    Determine a method to generate random observations for the extreme valued pdf given by:

    [tex]e^{x-e^x} \ \ \ \ \ - \infty < x < \infty[/tex]


    2. Relevant equations



    3. The attempt at a solution

    So I start by finding it's CDF:

    [tex]\int^{x}_{-\infty}e^{x-e^x} dx[/tex]

    and this is where I get stuck. Any help would be appreciated.
     
  2. jcsd
  3. Dec 2, 2009 #2

    lanedance

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    Homework Helper

    not sure about the rest, but have you tried a substitution for the integral?
     
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