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- Example: Exponential Distribution
- Suppose x has distribution
for x=0 to 
.
- Therefore,
where y is a uniform random variable in
range 0 to 1.
- More generally put,
- Then
, the characteristic function is uniformly
distributed
- (could be different lower limit if as above
where 
).
- You must be able to invert integral to be able to do this.
Geoffrey Fox, Northeast Parallel Architectures Center at Syracuse University, gcf@npac.syr.edu