# Difference between revisions of "Segment 11. Random Deviates"

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The direct YouTube link is [http://youtu.be/4r1GlyisB8E http://youtu.be/4r1GlyisB8E] | The direct YouTube link is [http://youtu.be/4r1GlyisB8E http://youtu.be/4r1GlyisB8E] | ||

− | Links to the slides: [http:// | + | Links to the slides: [http://wpressutexas.net/coursefiles/11.RandomDeviates.pdf PDF file] or [http://wpressutexas.net/coursefiles/11.RandomDeviates.ppt PowerPoint file] |

===Problems=== | ===Problems=== |

## Latest revision as of 14:28, 22 April 2016

#### Watch this segment

(Don't worry, what you see statically below is not the beginning of the segment. Press the play button to start at the beginning.)

{{#widget:Iframe |url=http://www.youtube.com/v/4r1GlyisB8E&hd=1 |width=800 |height=625 |border=0 }}

The direct YouTube link is http://youtu.be/4r1GlyisB8E

Links to the slides: PDF file or PowerPoint file

### Problems

#### To Calculate

1. For the Cauchy distribution (Segment 8, Slide 3), find the inverse function of the CDF.

2. In your favorite programming language, write a function that returns independent Cauchy deviates.

#### To Think About

1. Suppose you want a function that returns deviates for Student**Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle (\nu)}**
. Could you use the Cauchy pdf (or some scaling of it) as a bounding function in a rejection method? How efficient is this (i.e., what fraction of the time does it reject)?

2. Explain the three inequality tests in the "while" statement in Leva's algorithm (slide 7) and why they are hooked together with logical operators in the way shown.