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2 changes: 2 additions & 0 deletions src/chapters/5/sections/uniform_and_universality/index.tex
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Expand Up @@ -2,3 +2,5 @@ \section{Uniform and Universality}

\subsection{problem 13}
\input{problems/13}
\subsection{problem 15}
\input{problems/15}
20 changes: 20 additions & 0 deletions src/chapters/5/sections/uniform_and_universality/problems/15.tex
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@@ -0,0 +1,20 @@
Let $F$ be the CDF of $X$.
It is given by $F(x) = 1 - e^{-\lambda x}$, for $x>0$.

As per the Universality of the Uniform (UoU), $X$ can be generated from $U$ using $X$'s quantile function:

$$
X = F^{-1}(U)
$$

The quantile function is calculated as

$$
F^{-1}(x) = -\frac{1}{\lambda} \log(1-x)
$$

Plugging the quantile function into the UoU formula

$$
X = -\frac{1}{\lambda} \log(1 - U)
$$