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Math Help - Generating Random Variables

  1. #1
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    Generating Random Variables

    Derive a formula and explain how to generate a random variable with the given distribution:
    (a) Exponential distribution with pdf f(x) = 3e-3x, x > 0(b) Beta distribution with pdf f(x) = m(1-x)m-1, 0 < x < 1, m > 1
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  2. #2
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    Quote Originally Posted by aaronrj View Post
    Derive a formula and explain how to generate a random variable with the given distribution:
    (a) Exponential distribution with pdf f(x) = 3e-3x, x > 0(b) Beta distribution with pdf f(x) = m(1-x)m-1, 0 < x < 1, m > 1
    Read this: http://www.ece.virginia.edu/~mv/edu/...generation.pdf
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