# Difference between revisions of "stat341 / CM 361"

From statwiki

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− | '''Computational Statistics and Data Analysis''' is a course offered at the University of Waterloo | + | '''Computational Statistics and Data Analysis''' is a course offered at the University of Waterloo<br /> |

+ | Spring 2009<br /> | ||

+ | Instructor: Ali Ghodsi | ||

− | + | <math>Insert formula here</math> | |

− | |||

− | == | + | ==Sampling (Generating Random numbers)== |

− | === | + | ===Inverse Transform Method=== |

+ | |||

+ | Step 1: Draw <math> U~ \sim~ Unif [0,1] </math>. <br /> | ||

+ | Step 2: Compute <math> X = F^{-1}(U) </math>.<br /> | ||

+ | '''Example:'''<br /> | ||

+ | Suppose we want to draw a sample from <math> f(x) = \lambda e^{-\lambda x} <\math> |

## Revision as of 08:28, 13 May 2009

**Computational Statistics and Data Analysis** is a course offered at the University of Waterloo

Spring 2009

Instructor: Ali Ghodsi

[math]Insert formula here[/math]

## Sampling (Generating Random numbers)

### Inverse Transform Method

Step 1: Draw [math] U~ \sim~ Unif [0,1] [/math].

Step 2: Compute [math] X = F^{-1}(U) [/math].

**Example:**

Suppose we want to draw a sample from <math> f(x) = \lambda e^{-\lambda x} <\math>