Question

Using the result of exercise 7(see question 7 below), give algorithms for generating random variables from the following distributions.

b. 1-2 if 0<<1

7. (The Composition Method) Suppose it is relatively easy to generate random variables from any of the distributions F,,-I, . . . , n. How could we generate a random variable having the distribution function 12 i-1 where p,, -1.... . n, are nonnegative numbers whose sum is 1?

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