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Re: Simulation

  • To: mathgroup at smc.vnet.net
  • Subject: [mg19388] Re: Simulation
  • From: "Allan Hayes" <hay at haystack.demon.co.uk>
  • Date: Mon, 23 Aug 1999 13:57:07 -0400
  • References: <7pl679$cdc@smc.vnet.net>
  • Sender: owner-wri-mathgroup at wolfram.com

Roberto Diego <r-diego at develnet.es> wrote in message
news:7pl679$cdc at smc.vnet.net...
> Hi there,
>
> I need help on how the expression:
>
> data=Table[NestList[#+0.01*Random[Integer,{-1,1}]&,5,1000]];
>
> could be modified in order to get -1 with probability 1/6, 0 with p 4/6
and
> 1 with p 1/6 instead of 1/3,1/3,1/3
>
> Thanks a lot
>
> Roberto Diego
> Sociedad de Bolsas
>
>
>

Roberto,

f :=
  Switch[Random[],
    _?(# <= 1/6 &), -1,
    _?(# <= 5/6 &),  0,
    _, 1
    ]

Test:
test = Table[f, {10000}];

Count[test, -1]

1659

Count[test, 0]

6668

Count[test, 1]

1673

Allan
---------------------
Allan Hayes
Mathematica Training and Consulting
Leicester UK
www.haystack.demon.co.uk
hay at haystack.demon.co.uk
Voice: +44 (0)116 271 4198
Fax: +44 (0)870 164 0565





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