CT6 Example 14.3 Simulation of double exponential

Discussion in 'CT6' started by djjain80, Jun 30, 2017.

  1. djjain80

    djjain80 Member

    Why in the eg. core reading used y=-ln(1-u2)/theta .....not otherwise
     
    djjain80, Jun 30, 2017
    #1
  2. John Lee

    John Lee ActEd Tutor Staff Member

    Because that gives the correct simulated values?

    Sorry, but your question is a little vague.
     
    John Lee, Jul 4, 2017
    #2
  3. djjain80

    djjain80 Member

    OTE="John Lee, post: 52286, member: 31"]Because that gives the correct simulated values?

    Sorry, but your question is a little vague.[/QUOTE]
    Sir,I juz meant det if for u1<0...we return y=ln(1-u2)....will it be ok
    Coz we need half of observations positives & half negatives....
     
    djjain80, Jul 4, 2017
    #3
  4. John Lee

    John Lee ActEd Tutor Staff Member

    as long as if u1>0.5 we return y=-ln(1-u2) then that will be fine.
     
    John Lee, Jul 6, 2017
    #4
  5. djjain80

    djjain80 Member

    And sir..Its given that x is a real number...zero is also a real number...so how we will get zero by this method...
     
    djjain80, Jul 7, 2017
    #5
  6. John Lee

    John Lee ActEd Tutor Staff Member

    You can't. But the PDF is undefined at zero - hence we can't get it.
     
    John Lee, Jul 10, 2017
    #6

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