[R] Rv generation

[Duncan Murdoch]

On 9/14/2006 2:16 AM, nmi13 wrote:
> Hi,
>  Can Someone inform me how to generate RV's using the below CDF, by inverse 
> technique.
> Thanks for your help and time.
> 
> My CDF is as follows
> \[
> F(x)=0 \ \text{if} \  x < 0\]\[
> F(x)=\{\frac{x-x_i}{x_{i+1}-x_{i}}*(p_{i+1}-p_{i})\}+p_{i}\
> \forall \ x_{i}\leq x < x_{i+1} \]
> \[ F(x)=1 \ \text{if} \  x > x_{i+1}
> \]

This sounds an awful lot like a class assignment.  You should ask your 
instructor for help with it.

Duncan Murdoch