Apply the inverse-transform method to generate random variables from a Laplace distribution which has pdf f(x) = ?/2 exp {-?|x - ?|} -? < x < ?. (let ? = 2 and ? = 2)
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Step 1
First, we need to find the cumulative distribution function (CDF) of the given probability density function (pdf). The pdf is given by: $$ f(r) = \frac{1}{2} \exp(-|r|) $$ Show more…
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