Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2015/ia/paper-2/3f/a/solution

For , the monotonicity of the logarithm and the uniform distribution give
For the cumulative distribution function is zero. Differentiation gives the probability density function for , and zero elsewhere. The distribution is , with rate . This is inverse transform sampling of an exponential distribution.

New to topics? Read the docs here!