Problem

In each of the following cases, give an algorithm that uses exactly one random number for...

In each of the following cases, give an algorithm that uses exactly one random number for generating a random variate with the same distribution as X.

(a) X = min{U1, U2}, where U1 and U2 are IID U(0, 1).


(b) X = max{U1, U2}, where U1 and U2 are IID U(0, 1).


(c) X = min{Y1, Y2}, where Y1 and Y2 are IID exponential with common mean β.

Compare (a) and (b) with Prob. 8.7. Compare your one-U algorithms in (a) through (c) with the direct ones of actually generating the Ui’s or Yi’s and then taking the minimum or maximum.

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Solutions For Problems in Chapter 8