We simulate the random variable X =1+2√ U constructed in Quick exercise 6.3. As realization for U we obtain from the pseudo random generator the number u = XXXXXXXXXX. a. What is the corresponding...


We simulate the random variable X =1+2√ U constructed in Quick exercise 6.3. As realization for U we obtain from the pseudo random generator the number u = 0.3782739.


a. What is the corresponding realization x of the random variable X?


b. If the next call to the random generator yields u = 0.3, will the corresponding realization for X be larger or smaller than the value you found in a?


c. What is the probability the next draw will be smaller than the value you found in a?




May 13, 2022
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