vendredi 8 janvier 2021

How to chose x from a pdf that looks like (1-exp(-x))

I know that the probability density function of x is

1-exp(-x)

how do I construct a method that can draw a random x according to this distribution? For example if I only have a number from a uniform distribution. Just to be clear this is not the standard exponential distribution, otherwise this would be easy. Thank you.




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