Simulation of an "oblique" variable

Suppose an "oblique" variable with pdf

pdf
plot with 0 ≤ X ≤ 1 and, below, axb.


  In the graph, it is: a = 9, b = 11; and p = 0,4, q = 0,6.



  [Notice that the probability (unit) integral is
obviously (ba) (p + q) ⁄ 2 = 1.]



 By integration, it is:
In Excel
cdf
which is an easily invertible function:
inv
 
 
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Created: 2007-03-31 — Last modified: 2007-04-01