•As an example, suppose that y(x) ≡ −ln(x), and that
p(x) is as given
by a uniform deviate. Then
•p(y)dy = |dx/dy| dy = e−y dy
•which is distributed exponentially. This exponential distribution occurs frequently in real problems, usually as the distribution of waiting times between independent Poisson-random events, for example the radioactive decay of nuclei.
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