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 Post subject: Simulation of a random variable with the composition methodPosted: Wed, 8 Feb 2012 12:42:31 UTC
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Joined: Wed, 8 Feb 2012 12:35:50 UTC
Posts: 1
Hello!

I have to simulate a random variable, which distribution function

F(x) = integral from zero to infinity x^y * e ^ -y dy, 0 <= x <= 1

with the composition method.

I think that F(x) must be divided in two known distributions and I don't know how to do it.

Thank you!

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 Post subject: Re: Simulation of a random variable with the composition metPosted: Wed, 8 Feb 2012 15:57:01 UTC
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Joined: Mon, 29 Dec 2008 17:49:32 UTC
Posts: 6005
Location: 127.0.0.1, ::1 (avatar courtesy of UDN)
idomiralin wrote:
Hello!

I have to simulate a random variable, which distribution function

F(x) = integral from zero to infinity x^y * e ^ -y dy, 0 <= x <= 1

with the composition method.

I think that F(x) must be divided in two known distributions and I don't know how to do it.

Thank you!

You have , so ...

_________________

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