Question

USING MATLAB:

1. Assume Y is an exponential random variable with rate parameter λ=2.

(1) Generate 1000 samples from this exponential distribution using inverse transform method

(2) Compare the histogram of your samples with the true density of Y.

Answer 1

IF YOU HAVE ANY DOUBTS COMMENT BELOW I WILL BE TTHERE TO HELP YOU

ANSWER:

EXPLANATION:

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close all,
clear all,
clc,

No_of_Random_Nummbers=1000;
Lambda = 2;
X = exprnd(Lambda,No_of_Random_Nummbers);
figure,
subplot(1,2,1); hist(X); title('Exponential Random Numbers Histogram');
Y = icdf('Normal',X,0,1);
subplot(1,2,2); hist(Y); title('Inverse Transform Method Random Numbers Histogram');

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