Thread: Monte Carlo method

Hi, I need assistance solving this problem. Thanks

Determine a method to generate random observations for the cauchy distribution with pdf

f(x)={ 1/Θ³ 3x² е(-x³/Θ³) 0<x<
------0 elsewhere

If access is available, write an R function which returns a random sample of observations from a cauchy distribution

Hello,

I don't understand why you call it Monte-Carlo, since it is not... Try to look at the inversion method, or the rejection method. (You can do it yourself...)
As for the R code, tell me first if you need ot use inversion or rejection method.