[R] Rv generation
Duncan Murdoch
murdoch at stats.uwo.ca
Thu Sep 14 12:33:42 CEST 2006
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
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