Simulation of a uniform variable

Suppose a uniform variable with pdf

pdf   with   pdf_dom

This leads by integration to

cdf

which is a linear function. Thus, it is

x_of_Y
 
 
Valid HTML 4.01! IST http://web.tecnico.ulisboa.pt/~mcasquilho/acad/theo/simul/uniform.php
Created: 2006-03-16 — Last modified: 2007-01-03