Let F be the distribution functionF(x) = xn 0 < x < 1(a)

Chapter 10, Problem 10.7

(choose chapter or problem)

Let F be the distribution functionF(x) = xn 0 < x < 1(a) Give a method for simulating a random variablehaving distribution F that uses only a singlerandom number.(b) Let U1, . . . ,Un be independent random numbers.Show thatP{max(U1, . . . ,Un) x} = xn (c) Use part (b) to give a second method of simulatinga random variable having distributionF.

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