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Suppose we wish to generate a sample from the exponential ($eta$) distribution, and only have access...

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Basic Math

Suppose we wish to generate a sample from the exponential($eta$) distribution, and only have access to a computer whichgenerates numbers from the skew logistic distribution. It turns outthat if $X$~SkewLogistic ($eta$), then log(1+exp($-X$)) isexponential ($eta$). Show that this is true and check bysimulation that this transformation is correct.

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SolutionThe PDF of Skew logistic distribution isIf Suppose that X is a continuous random variable and is a strictly monotonic    See Answer
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