A general method for the simulation of observations of a continuous random variable X.
Let u be a pseudo-random number in the interval (0, 1) and let F be the distribution function of X. Then x, given by
is a random observation of X. For example, an exponential random variable X, with mean μ, has distribution function (1−e−x/μ); hence −μln(1−u) is an observation of X.
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- bremsstrahlung
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- Brentano, Franz Clemens (1838–1917)
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- Breslow, Norman Edward (1941–2015)
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- BRI
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- Briand, Aristide (1862–1932)