Random Variable Generation Continuation

Finish problems from Lab 7 before attempting these problems

  1. Come up with at least two methods to draw samples from the following distribution and implement them in Python: p(x) = \begin{cases} 1 + x & \text{ if } -1 \leq x \leq 0\\ 1 - x & \text{ if } 0 \leq x \leq 1\\ 0 & \text{ otherwise }.\end{cases}
  2. Use the box mueller transform to generate standard normal random variables. Use this as the envelope distribution to generate normal random variables with mean \mu=0 and \sigma^2=0.5.

Solution

 
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courses/fall2011/598z/lab/week8.txt · Last modified: 2011/12/10 01:59 by yun3
 
 
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