Question

Suppose that we generate a pseudo-random number U = 0.128. Use this to generate an Exponential ( λ = 1 / 3 ) random variate.

Answer 1

Answer:

The generated random variate is  X = 6.173

Explanation:

To generate an exponential random variate (with parameter λ) from a pseudo-random number U, we use the formula:

X = − ln(U)/λ

Fro the given problem, we have  U = 0.128 and λ = 3.

So, X = -In(0.128) / (1/3) = -In(0.128)/ 0.333 = 2.056/0.333 = 6.173