Show that the following method of generating discrete
Chapter , Problem 39(choose chapter or problem)
Show that the following method of generating discrete random variables works (D. R. Fredkin). Suppose, for concreteness, that X takes on values 0, 1, 2, . . . with probabilities \(p_0, p_1, p_2\), . . . . Let U be a uniform random variable. If \(U < p_0\), return X = 0. If not, replace U by \(U- p_0\), and if the new U is less than \(p_1\), return X = 1. If not, decrement U by \(p_1\), compare U to \(p_2\), etc.
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