Unformatted text preview: t Transformation [Special Properties] Approach for normal(µ, 2):
Generate Zi ~ N(0,1)
Xi = µ + Zi Approach for lognormal(µ, 2):
Generate X ~ N((µ, 2)
Yi = eXi 16 Summary
Principles of random-variate generate via
Special properties Important for generating continuous and
discrete distributions 17...
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This document was uploaded on 02/16/2014.
- Spring '14