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- September 13, 2020
- By menge

Assignment set 5

- Let U be a standard uniformly distributed random variable and N be a standard normally distributed random variable. Show that, for any x, the random variable ??1(U + (1 ? U)?(x)) has the same distribution function as N given N > x. Here ? is the cumulative distribution function of the standard normal distribution and ??1 its inverse. (This fact can be exploited to simulate normal random variables conditioned to exceed some level x.)