Originally Posted by

**freakmoister** Hi everyone,

I need help with answering a question:

Question:

A pseudo-random number generates uniformly distributed random variables Xi on the interval [0,1]. This random number generator is to be used to produce random variables Yi, which have a Pareto distribution, described by

Probability density function:

p(y) = 0 where y < k

p(y) = ak^a/y^(a+1) where y >= k

Cumulative distribution function:

P(Y<=y) = 0 where y < k

P(Y<=y) = 1 - (k/y)^a where y >= k

with parameters a = 1.5 and k = 1.0

What value of Yi would correspond to an Xi value of 0.821? Explain your derivations.

==end of question==

Any help with this would be much appreciated.

Thanks