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

So I start by finding it's CDF:

and this is where I get stuck. Any help would be appreciated.

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- Dec 1st 2009, 07:50 PMstatmajorMonte Carlo Method
Determine a method to generate random observations for the extreme valued pdf given by:

So I start by finding it's CDF:

and this is where I get stuck. Any help would be appreciated. - Dec 1st 2009, 08:03 PMpickslides
- Dec 2nd 2009, 12:15 AMCaptainBlack
- Dec 2nd 2009, 08:38 AMstatmajor

U ~ Uniform(0,1)

Is this correct?