Re: [R] Rv generation

From: nmi13 <nmi13_at_ext.canterbury.ac.nz>
Date: Thu 14 Sep 2006 - 06:16:31 GMT


Hi,
 Can Someone inform me how to generate RV's using the below CDF, by inverse technique.
Thanks for your help and time.

My CDF is as follows
\[

F(x)=0 \ \text{if} \ x < 0\]\[
F(x)=\{\frac{x-x_i}{x_{i+1}-x_{i}}*(p_{i+1}-p_{i})\}+p_{i}\
\forall \ x_{i}\leq x < x_{i+1} \]
\[ F(x)=1 \ \text{if} \ x > x_{i+1}
\]

Regards
Murthy



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