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    12 views2 pages

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    70 Chapter 2 Random Variables 69. 70. Th. 72. b. Show that if W follows a Weibull distribution, then X = (W/a)* follows an exponential distribution, ¢. How could Weibull random variables be generated from a uniform random number generator? If the radius of a circle is an exponential random variable, find the density function of the area. If the radius of a sphere is an exponential random variable, find the density function of the volume. Let U be a uniform random variable. Find the density function of V = U-*, a > 0. Compare the rates of decrease of the tails of the densities as a function of a. Does the comparison make sense intuitively? This problem shows one way to generate discrete random variables from a uni- form random number generator. Suppose that F is the cdf of an integer-valued random variable; let U be uniform on [0, 1]. Define a random variable ¥ = k if F(k—1) < U < F(&). Show that ¥ has edf F. Apply this result to show how to generate geometric random variables from uniform random variables. One of the most commonly used (but not one of the best) methods of gener- ating pseudorandom numbers is the linear congruential method, which works as follows. Let xv be an initial number (the “seed”). The sequence is generated recursively as Yn = (Ak, + 6) mod m a. Choose values of a,c, and m, and try this out, Do the sequences “look” random? Making good choices of a, c, and m involves both art and theory. The follow- ing are some values that have been proposed: (1) a = 69069, c= 0, m =2""; (2) =65539, c=0, m=2. The latter is an infamous generator called RANDU. Try out these schemes, and examine the results. 3.1 CHAPTER 3 Joint Distributions Introduction This chapter is concerned with the joint probability structure of two or more random variables defined on the same sample space. Joint distributions arise naturally in many applications, of which the following are illustrative: + In ecological studies, counts of several species, modeled as random variables, are often made. One species is often the prey of another; clearly, the number of predators will be related to the number of prey. + The joint probability distribution of the x, y, and z components of wind velocity can be experimentally measured in studies of atmospheric turbulence. + The joint distribution of the values of various physiological variables in a population of patients is often of interest in medical studies. + A model forthe joint distribution of age and length in a population of fish can be used. to estimate the age distribution from the length distribution, The age distribution is relevant to the setting of reasonable harvesting policies. The joint behavior of two random variables, X and Y, is determined by the cumulative distribution function F(x, y) = P(X

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