José Guerrero Estrada – Fabian Pico Flórez

Taller de Generación de variables aleatorio

Universidad de Cartagena
Simulación Digital

1. Generar por el método de la transformada inversa, números al azar de una

variable aleatoria x que sigan las siguientes distribuciones de probabilidad.
Punto A.

Recta 1 Recta 2

2 2
p 1 ( a ,0 ) p 2 b , ( c−a ) p1 b,( c−a )
p 2( c , 0)

2 2 2 −2
−0 0−
c−a c−a 2 c−a c−a −2
m= = = m= = =
b−a b−a (c−a)(b−a) c−b c−b ( c−a ) ( c−b )

y− y1 =m(x−x 1) y− y1 =m(x−x 1)

2( x−a) 2(c−x)
y= y=
( c−a ) ( b−a ) ( c−a ) ( c−b )

Remplazamos a=1, b=3 y c=7 en la ecuación. Remplazamos a=1, b=3 y c=7 en la ecuación.

x−1 7−x
f ( x )= ; 1 ≤ x ≤3 f ( x )= ; 3< x ≤ 7
6 12
x x
x−1 1 7−x
f ( x )=∫
1
( )6
dx f ( x )= +∫
3 3 12
dx ( )
x2 x
f ( x )=
1
6 [( )| | ]
2 1
−( x ) x
1
f ( x )=
1
12 [ | ( )| ]
( 7 x ) x−
3
x2 x
2 3
José Guerrero Estrada – Fabian Pico Flórez

1 x2 1 x2 9
f ( x )= [ − −( x−1 )
6 2 2 ] f ( x )=
1
12 [
7 x−21− − +
2 2
1
3 ( )]
x 2−2 x+1 −x 2+14 x −33 1
f ( x )=
12 f ( x )= ( 24
+
3)
(x −1)2
f ( x )= −x 2+14 x−33 1
12 R= ( 24
+
3 )
( x−1)2
R= −x 2 14 x 33 1
12 R= + − +
24 24 24 3
12 R=( x−1)2
−x 2 14 x 25
R= + −
24 24 24
√ 12 R=x−1
x=1+ √ 12 R −24 R=x 2−14 x +25

1 ≤ x ≤3 −24 R=x 2−14 x +25+24−24

1 ≤1+ √ 12 R ≤ 3 −24 R+24=x 2−14 x+ 49

0 ≤ √12 R ≤2 −24 R+24=( x−7)2

0 ≤ 12 R ≤ 4 ( x−7 )=± √−24 R +24

1 x=7 ± √−24 R+24

0≤R≤
3
x=7−√ −24 R+24

3< x ≤7

3<7−√ −24 r +24 ≤7

−4← √−24 r +24 ≤ 0

16<24 r +24 ≤ 0

−8< 24 r ≤−24
1
<R ≤ 1
3
José Guerrero Estrada – Fabian Pico Flórez

Punto B.

5
f ( x )=1.25=
4
1
f ( x )=0,25=
4

Recta 1 Recta 2

p1 0,( 54 ) p 2 (1 , 14 ) ( 14 ) p 2(2, 14 )
p1 1,

1 5 1 1
− −
4 4 −1 4 4 0
m= = =−1 m= = =0
1−0 1 2−1 1
José Guerrero Estrada – Fabian Pico Flórez

y− y1 =m(x−x 1) y− y1 =m(x−x 1)
1
y=
5 4
y− =−1(x−0)
4
5 1
5 1
x
y=−x+
4 f ( x )=∫
0
( 4 ()
−x + dx+∫ )
1 4
dx
2
−x 5 1 x x
2 4 )|0 ( 4 )|1
f ( x )= (
x
5 + x +
f ( x )=∫ −x +
0
( 4)dx

(
f ( x )=
−x 2 5
2 4
+ x ∨x
0 ) f ( x )= ( −12 + 54 )−(0)+( x4 − 14 )
−1 5 x 1
f ( x )= + + −
−x 2 5
(
f ( x )=
2 4
+ x −0 ) 2 4 4 4

x 1
2 f ( x )= +
−x 5 4 2
f ( x )= + x
2 4
x 1
R= +
−x 5 2 4 2
R= + x
2 4
4 R=x +2
5
−2 R=x 2− x x=4 R−2
4

5 25 25 1< x ≤ 2
−2 R=x 2− x + −
4 16 16
1<4 R−2 ≤ 2
5 2 25
−2 R= x− −
4 ( )
16
3< 4 R ≤ 4

3
2 <R ≤ 1
25 5 4
16
−2 R= x−
4 ( )
25 5
√ 16
−2 R=x−
4

5 25
x= +
4 16
−2 R
√
0≤ x≤1

5 25
0≤ +
4 16 √
−2 R ≤1
José Guerrero Estrada – Fabian Pico Flórez

25 1
−5
4
≤
√
16
25 25
−2 R ≤−
1
4
≤ −2 R ≤
16 16 16

3
0 ≤−2 R ≤−
2

3
0≤R≤
4

Punto C.

(x −3)2
f ( x )=
18
x
( x −3)2
f ( x )=∫ dx
0 18
x
1
f ( x )= ∫ (x−3)2 dx
18 0
3
1 ( x −3 )
f ( x )= ( ∨x )
18 3 0
3 3
1 ( x −3 ) ( 0−3 )
f ( x )=
18 ( 3
−
3 )
1
f ( x )= ( ( x−3 )3 +27 )
54
José Guerrero Estrada – Fabian Pico Flórez

1
R= ( ( x−3 )3+27 )
54
3
54 R−27= ( x −3 )

√3 54 R−27=x−3
x=3+ √3 54 R−27

0 ≤ x ≤6

0 ≤ 3+ √3 54 R−27 ≤ 6

−3 ≤ √3 54 R−27 ≤ 3
−27 ≤ 54 R−27 ≤ 27
0 ≤ 54 R ≤54
0≤R≤1

Punto D.
𝑓(𝑥)= (2 λ)2 x e−2 λx , x ≥ 0

X
f ( x )=∫ (2 λ)2 x e−2 λx dx
0

−2 λx −2 λx
f ( x )=−2 λ e x−e +1

f ( x )=1−e−2 λx (2 λx +1)

R=1−e−2 λx (2 λ x+ 1)

e−2 λx (2 λ x+1 ¿ = 1 – r
1–r=r

e−2 λx (2 λ x+1 ¿ = r
−u+1
u = −2 λx−1 ; x =
2λ
José Guerrero Estrada – Fabian Pico Flórez

−u+1
e
−2 λ ( −u2 +1λ ) ( (
2λ
2λ
+1 = r) )

2.
x=a+(b – a)R Ecuación del método de aceptación y rechazo

Punto A.

5
A=0 , b=
3

x=0+ ( 53 – 0 ) R
5
x= R
3
Tramo (0,1)
Tramo 1 , ( 53 )
p1 0, ( 34 ) p 2 (1 , 34 )
3
( 34 ) p 2 ( 53 , 0)
p1 1,

y= , 0≤ x≤1
4 −33
0−
44 −9
5 m= = =
0≤ R≤1 5 2 8
3 −1
3 3
3
0≤R≤ y− y1 =m(x−x 1)
5
José Guerrero Estrada – Fabian Pico Flórez

3 −9
y− = (x−1)
4 8
−9 15 5
y= x+ , 1< x ≤
8 18 3

5 5
1< R ≤
3 3

3
<R≤1
5

3 3

{
f ( x )= 4
0≤ R≤
−9 x 15 3
8
+
18 5
5
<R≤1
José Guerrero Estrada – Fabian Pico Flórez

Punto B.

3
A=0 , b=
2

x=0+ ( 32 – 0 ) R
3
x= R
2
Tramo (0,1)
Tramo 1 ,( 32 )
p1 0,( 14 ) p 2 (1 , 14 )
1
( 14 ) p 2 ( 32 , 74 )
p1 1,

y= ,0 ≤ x ≤ 1
4 7 1
−
4 4
3 m= =3
0≤ R≤1 3
2 2
−1

2
0≤R≤ y− y1 =m(x−x 1)
3
1
y− =3(x −1)
4

11 3
y=3 x− ,1< x ≤
4 2

3 3
1< R ≤
2 2
José Guerrero Estrada – Fabian Pico Flórez

2
<R≤1
3

1 2
f ( x )=
{ 4
−3 x+
0≤R≤
11 2
4 3
3
<R≤ 1

Punto C.

A=0 , b=2
José Guerrero Estrada – Fabian Pico Flórez

x=0+ ( 2 – 0 ) R
x=2 R

Tramo (0,1) Tramo ( 1 ,2 )

( 34 ) p 2 (1 , 34 )
p1 0,
( 14 ) p 2 ( 2, 14 )
p1 1,

3 1
y= ,0 ≤ x ≤ 1 y= ,1< x ≤ 2
4 4

0≤2R≤1 1<2 R ≤ 2

1 1
0≤R≤ <R≤ 1
2 2

3 1

{
f ( x )= 4
11
42
0≤R≤
2
< R ≤1
José Guerrero Estrada – Fabian Pico Flórez

Punto D.

A=0 , b=6
x=0+ ( 6 – 0 ) R
x=6 R

Tramo (0,4) Tramo ( 4 ,5 ) Tramo ( 5,6 )

( 34 ) p 2 (4 , 34 )
p1 0,
( 34 ) p2( 5 , 14 )
p1 4 , ( 14 ) p 2 (6 , 34 )
p1 5,

y=0 ,0 ≤ x ≤ 4 1 3 3 1
− −
4 4 −1 4 4 1
0≤6R≤ 4 m= = m= =
5−4 2 6−5 2
2 3 −1 1 1
0≤R≤ y− = ( x −4) y− = (x−5)
3 4 2 4 2

−x 11 x 9
y= + y= −
2 4 2 4

−x 11 x 9
y= + y= −
2 4 2 4

4 <x≤ 5 5< x ≤6

4 <6 R ≤5 5<6 R ≤ 6

2 5 5
<R≤ <R ≤ 1
3 6 6
José Guerrero Estrada – Fabian Pico Flórez

2
00≤R≤

{ x 95
−
2 46
3
f ( x )= −x + 11 2 < R ≤ 5
2 4 3
<R≤1
6