Show that the discrete inverse transform algorithm for generating a geometric random variable with parameter p reduces to the following: 1. Generate a random number U 2. Set X = Int( log(1U) log(1p) ) + 1 Give a second algorithmfor generating a geometric randomvariablewith parameter p that takes into account the probabilistic interpretation of such a randomvariable.

ST 701 Week Six Notes MaLyn Lawhorn September 19, 2017 and September 21, 2017 Transformation Continued Recall that if we have some random variable X with known PDF for which X ! Y by some g(x), then we also know everything we need to about Y .Depending on the properties of g(x), though, how we gather information about Y changes....