For my Monte Carlo simulation (job related) I needed to generate random numbers with conditional probability of related distribution. (example: given that an item has been working for 1200 hours, generating a proper random failure time related to its time-to-failure distribution.)
I searched the web and couldn't find a formula or process to generate this kind of dataset.
In my case I am only interested in 2 distributions:
- exponential
- weibull
Question 1: My opinion for exponential is "Since exponential distribution has memoryless property then generating random number with conditional probability is still same as generating random number without any condition."
Am I right?
Question 2: I couldn't find any source for weibull distribution. Can you please help me on how to generate weibull random number with conditional probability.