Page 1 of 1

Suppose you want to do a psuedorandom generation of a variable Y that has a cdf Fx and you've calculated the inverse Fyi

Posted: Sun Sep 05, 2021 5:15 pm
by answerhappygod
Suppose you want to do a psuedorandom generation of a variable Y
that has a cdf Fx and you've calculated the inverse Fyinverse . Per
the probability integral method, What else do you need for sampling
from the distribution
what is psuedorandom generation of a variable?
explain basics for the questions
Why is this the case, the solution is this:
The ability to sample from standard uniform distribution
What is the inverse cdf ?
Consider a discrete random variable X, and the set of outcomes
in S . Then Xinverse(x) is the inverse function of X where
Xinverse(x) is the set of outcomes s in which X(s) = x
explaination:
disjoint