Using the inverse transform method determine an algorithm


A Laplacian random variable is defined by the pdf

1133_Equation 3.jpg

Note that this pdf is double-sided.

Using the inverse transform method, determine an algorithm for generating X from a uniforrmly distributed random variable. Let a = 3 and generate 1,000 samples of X.

Determine the resulting histogram and compare the result with the theoretical pdf.

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Electrical Engineering: Using the inverse transform method determine an algorithm
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