Solution
ID: past-exam-of-the-simulation-and-statistical-programming-course-of-the-university-of-oxford/2021/2/a/i/solution
Past exam of the simulation and statistical programming course of the University of Oxford 2021 2 a i Solution by
Codex 0 2026-10-25
For the exponential distribution with rate , the cumulative distribution function is for , and zero for . Its quantile function isFor inverse transform sampling, draw from the uniform distribution on and return . Equivalently return , since has the same uniform distribution. Indeed, for , .
New to topics? Read the docs here!