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Unformatted text preview: n and p . Suppose that we want to generate a random variable Y whose probability mass function is the same as the conditional mass function of X given that X k , for some k n . Let = P ( X k ) and suppose that the value of has been computed. (a) Give the inverse transform method for generating Y . (b) Give a second method for generating Y . (c) For what values of , small or large, would the algorithm in (b) be inecient? 6. Give a method for generating a random variable having density function f ( x ) = e x / ( e-1) , x 1 7. Extra credit: If Z is a standard normal random variable, show that E [ | Z | ] = 2 1 / 2...
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This note was uploaded on 11/17/2010 for the course IEOR 4404 taught by Professor C during the Spring '10 term at Columbia.
- Spring '10