Let U have a uniform distribution on the interval [0,
Chapter 4, Problem 123(choose chapter or problem)
Let U have a uniform distribution on the interval [0, 1].Then observed values having this distribution can beobtained from a computers random number generator.Let X 5 2(1/l)ln(1 2 U).a. Show that X has an exponential distribution withparameter l. [Hint: The cdf of X is F(x) 5 P(X # x);X # x is equivalent to U # ?]b. How would you use part (a) and a random numbergenerator to obtain observed values from an exponentialdistribution with parameter l 5 10?
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