Q7 - April 2010

Discussion in 'CT6' started by ZerikVega, Apr 11, 2013.

  1. ZerikVega

    ZerikVega Member

    Hi, I found in online class room in Monte Carlo Simulation topic

    C is defined as c = Max f(x)/h(x)

    where f(x) is the distribution given in question and h(x) is the similar distribution you choose.

    In Q7 in ASET C is defined as K = max g(x)/f(x). I understand here g(x) is same as f(x) above and f(x) is h(x). However my question is how did you derive f(x) = lambda e-(lambda x)/ 1-e-(lambda x) since f(x) is mentioned as ae-(lambda x ) in the question.

    Anybody can help on this please?
     

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