If where a is positive, how do I generate random variables from a uniform random number generator? Any help would be greatly appreciated.
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Originally Posted by brogers If where a is positive, how do I generate random variables from a uniform random number generator? Any help would be greatly appreciated. Let be the cumulative distribution for a continuous random variable , and let . Then: has cumulative distribution . Hence if is a sample from the , is a sample from the distribution with cumulative distribution CB
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