diff --git a/src/chapters/5/sections/uniform_and_universality/index.tex b/src/chapters/5/sections/uniform_and_universality/index.tex index 8e94ee3f..eff51dca 100644 --- a/src/chapters/5/sections/uniform_and_universality/index.tex +++ b/src/chapters/5/sections/uniform_and_universality/index.tex @@ -2,3 +2,5 @@ \section{Uniform and Universality} \subsection{problem 13} \input{problems/13} +\subsection{problem 15} +\input{problems/15} diff --git a/src/chapters/5/sections/uniform_and_universality/problems/15.tex b/src/chapters/5/sections/uniform_and_universality/problems/15.tex new file mode 100644 index 00000000..a61dba4f --- /dev/null +++ b/src/chapters/5/sections/uniform_and_universality/problems/15.tex @@ -0,0 +1,20 @@ +Let $F$ be the CDF of $X$. +It is given by $F(x) = 1 - e^{-\lambda x}$, for $x>0$. + +As per the Universality of the Uniform (UoU), $X$ can be generated from $U$ using $X$'s quantile function: + +$$ +X = F^{-1}(U) +$$ + +The quantile function is calculated as + +$$ +F^{-1}(x) = -\frac{1}{\lambda} \log(1-x) +$$ + +Plugging the quantile function into the UoU formula + +$$ +X = -\frac{1}{\lambda} \log(1 - U) +$$