Past exam of the mathematics course of the University of Cambridge / 2015 / iii / Paper 37 / 4 / c / i / Solution

Integrating the Weibull distribution density gives $F(x)=1-\exp (-x^{\alpha }/\beta )$ for $x>0$. Inverse transform sampling therefore givesReplacing $1-U_1$ by $U_1$ produces the same probability distribution. Both uniforms belong to $(0,1)$ with probability one. Here the conventional Weibull scale is ${\beta }^{1/\alpha }$, rather than $\beta$.