Explain generation of non uniform random number generation using inverse method.

Question

Suresh Chand · Accepted Answer

Non-uniform random variate generation is concerned with the generation of random variables with certain distributions. Such random variables are often discrete, taking values in a countable set, or absolutely continuous, and thus described by a density.  Generation of non uniform random number generation using inverse method: The inverse transform method can be used to sample from the exponential, uniform, triangular distribution etc by inversing the cdf of the probability distributions. The inverse transform technique can be utilized for any distribution when the sdf, F(x), is of a form that its inverse, F-1 can be computed easily. The random variate generation process using exponential distribution: Compute the cdf of the random variable X for exponential distribution. Set F(X) = R on the range of X i.e. 1 - 1 - eλx = R Solve the equation 1 - eλx = R in terms of R(X = -frac{1}{λ} ln(1 - R)) The equation is called random variate generation for the exponential distribution. In general equation it is written as X = F-1 (R).

Explain generation of non uniform random number generation using inverse method.

Leave your Answer:

Hits Counter

Question

Explain generation of non uniform random number generation using inverse method.

Leave your Answer: