Hi,
Can Someone inform me how to generate RV's using the below CDF, by inverse
technique.
Thanks for your help and time.
My CDF is as follows
\[
F(x)=0 \ \text{if} \ x < 0\]\[
F(x)=\{\frac{x-x_i}{x_{i+1}-x_{i}}*(p_{i+1}-p_{i})\}+p_{i}\
\forall \ x_{i}\leq x < x_{i+1} \]
\[ F(x)=1 \ \text{if} \ x > x_{i+1}
\]
Regards
Murthy