CT6- Monte Carlo Simulation

Discussion in 'CT6' started by Bharti Singla, Mar 11, 2017.

  1. Bharti Singla

    Bharti Singla Senior Member

    Hello everyone
    Please explain the example attached below. I'm not really getting whats going on here. How the density of y is calculated? What's this method all about?
    Please anyone help as soon as possible.
    Thanks
     

    Attached Files:

  2. suraj

    suraj Member

    Double exponential distribution is symmetric around 0. First random no. u1 is used to decide whether we want to generate a value from negative side or positive side then u2 is used to generate a value.
     
    John Lee likes this.
  3. Bharti Singla

    Bharti Singla Senior Member

    Okay, thankyou.
     

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