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Math Help - Monte Carlo method

  1. #1
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    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/Θ 3x е(-x/Θ) 0<x<
    ------0 elsewhere

    If access is available, write an R function which returns a random sample of observations from a cauchy distribution
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  2. #2
    Moo
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    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.
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