Hi,
Can Someone inform me how to generate RV's using the below CDF, by inverse
technique.
Thanks for your help and time.
My CDF is as follows
\[
F(x)=0 \ \text{if} \ x < 0\]\[
F(x)=\{\frac{x-x_i}{x_{i+1}-x_{i}}*(p_{i+1}-p_{i})\}+p_{i}\
\forall \ x_{i}\leq x < x_{i+1} \]
\[ F(x)=1 \ \text{if} \ x > x_{i+1}
\]
Regards
Murthy
On 9/14/2006 2:16 AM, nmi13 wrote:> Hi, > Can Someone inform me how to generate RV's using the below CDF, by inverse > technique. > Thanks for your help and time. > > My CDF is as follows > \[ > F(x)=0 \ \text{if} \ x < 0\]\[ > F(x)=\{\frac{x-x_i}{x_{i+1}-x_{i}}*(p_{i+1}-p_{i})\}+p_{i}\ > \forall \ x_{i}\leq x < x_{i+1} \] > \[ F(x)=1 \ \text{if} \ x > x_{i+1} > \]This sounds an awful lot like a class assignment. You should ask your instructor for help with it. Duncan Murdoch