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Quotients of Uniformly Distributed Random Variables

In many cases random variables having absolutely continuous distributions can be represented as quotients of uniformly distributed random variables.


Theorem 3.8    

From Theorem 3.8 we obtain the following result concerning the representation of absolutely continuous random variables as quotients of uniformly distributed random variables.

Theorem 3.9    

Proof
 


Example
$ \;$ (normal distribution)


next up previous contents
Next: Simulation Methods Based on Up: Transformation of Uniformly Distributed Previous: Acceptance-Rejection Method   Contents
Ursa Pantle 2006-07-20