Hi Mauro, This list is not meant to help with homework problems or contrived exercises. Please see your instructor or find a more appropriate forum.
Cheers, Josh On Mon, Aug 22, 2011 at 6:49 PM, Mauro Sznelwar <sznel...@uol.com.br> wrote: > 1) The Pareto P(alfa) distribution is defined by its density f(x|alfa) > =alfa*X^(-alfa-1) over (1 to infinity). Show that it can be generated as the > -1/alfa power of a uniforme variate. Plot the histogram and the density. > 2) The Poisson distribution P(lambda) is connected to the exponential > distribution through the Poisson process in that it can be simulated by > generating exponential random variables until their sums exceeds 1. That is, > if Xi~Exp(lambda) and if K is the first value for which summation(i=1 to > k+1)Xi>1 então K~P(lambda). Compare this algorithm with rpois. > 3) Se U e V are i.i.d U[0,1], the distribuiton of > (U^1/alfa)/((U^1/alfa)+V(1/beta)), conditional on U^1/alfa+V^1/beta<=1, is > the beta(alfa, beta) distribution. Compare this algorithm for both small and > large values of alfa and beta. > [[alternative HTML version deleted]] > > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > > -- Joshua Wiley Ph.D. Student, Health Psychology Programmer Analyst II, ATS Statistical Consulting Group University of California, Los Angeles https://joshuawiley.com/ ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
