HI please can someone cheeck this problem I tried to do?
Suppose X is the waiting time, in seconds, for a certain particle's emmission,
You are simualting a random sample of 2 values of X. You have simulated the following 2 values of Y, where Y has a (0,1) uniform pdf; y1=0.1942, y2=0.6209.
Find the 2 simulated values of X, x1 and x2.
Here what I did.
let u =F(x)=1-e^(-0.1x)
x= -[ln(1-u)]/0.1 (1)
then for x1 take y1=0.1942=u , replace in the (1)
I do the same for x2. you get x2=9.6996
Is it the correct way to do it?
Yes (though there is some ambiguity in this as you are using more operations
Originally Posted by braddy
than necessary, as x=ln(u)/0.1 will also give a negative exponential random
number with the right rate constant, but different from what you have even
though it starts with the same u).