Inverse Transform Technique
If we want a random variate
uniformly distributed on the interval [a,b], a reasonable guess for generating
is given by
is uniformly distributed on (0,1).
If we follow the steps outlined in previous section, we get the same result.
pdf for X
is terms of
which is the same as the earlier guess.
as needed, calcualte
using the function obtained.
Meng Xiannong 2002-10-18