Transformations of Standard Uniform Distributions
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چکیده
We have seen that the R function runif uses a random number generator to simulate a sample from the standard uniform distribution UNIF(0, 1). All of our simulations use standard uniform random variables or are based on transforming such random variables to obtain other distributions of interest. Included in the R language are some functions that implement suitable transformations. For example, rnorm, rexp, rbeta, and rbinom simulate samples from normal, exponential, beta, and binomial distributions, respectively. Also, the function sample is based on simulated realizations of UNIF(0, 1).
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