Contents
Instructions
Homework 7 can be downloaded here on the ECE 302 course website.
Problem 1: Arbitrary Random Variables
Let $ F $ be a non-decreasing function with
$ \lim_{x\rightarrow -\infty} F(x) = 0 \mbox{ and } \lim_{x\rightarrow +\infty} F(x) = 1. $
Let $ U $ be a uniform random variable on [0,1].
- (a) Let $ X = F^{-1}(U) $. What is the CDF of $ X $? (Note $ F^{-1} $ is the inverse of $ F $. A function $ g $ is the inverse
- (b)How can you generate an exponential random variable from $ U $?
