Generate random numbers from an exponential distribution

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1. Let X have distribution function F. Prove that if F is continuous, then F(X) is U(O,I).

2. Instead of using the relation X = - (1/λ) In(1 - U) to generate random numbers from an exponential distribution we may use X= -(I/λ)ln U. Why?

Reference no: EM131263223

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