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22 June, 14:38

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

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  1. 22 June, 16:57
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    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
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