Question

Matlab question:

using the following example:

generate an exponentially distributed RV y, with a exponential pdf with a parameter a=0.3

i) plot the histogram (using 1 million points)

ii) generate a data-driven histogram to see the goodness of mach

example:

suppose: pdf: fy(y)=a exp(-ay)u(y)

cdf: Fy(y) = [1-exp(-ay)]u(y)

transform uniform RV to a exponential RV: Y=F^-1y=-ln(1-x)/a

but because x is a uniform distributed (0,1) than y = -ln(x)/a)

thanks

Answer 1

i)

Generate 1 million random number of exponetial distrbution with parameter=0.3

Histogram:

ii)

Generate data driven histogram to see the goodness of match given below.