Question:5. Consider the random variable X with the following
distribution function for a > 0, β...
Question
5. Consider the random variable X with the following
distribution function for a > 0, β...
5. Consider the random variable X with the following
distribution function for a > 0, β > 0:
FX (z) = 0 for z ≤ 0
= 1 – exp [–(z/a)β] for z > 0 (where exp y = ey)
(a) Determine the inverse function of FX (z), where 0 < z
< 1.
(b) Let a = β = 2 for the random variable X, and define the
numbers u1 = .33 and u2 = .9. Use the inverse transform method
discussed in class to produce values Y1 and Y2 for a random
variable Y that has the same distribution as X.