Simulation of Random Variables                                                                                              Print this page
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Clearly,


   Thus the inverse mapping is , then
                             

   The algorithmic steps for the inverse transform method for simulating discrete random variables are as follows:

  1. Generate a random number from . Call it .

  2. Compute the value such that .

  3. Take to be the random number generated.
     Generation of Bernoulli random numbers

         Suppose we want to generate a random number from . Generate from the distribution set

                                    
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