Re: Simulation

• To: mathgroup at smc.vnet.net
• Subject: [mg19427] Re: Simulation
• From: tdelling at ews.uiuc.edu (Tim Dellinger)
• Date: Mon, 23 Aug 1999 13:57:30 -0400
• Organization: University of Illinois at Urbana-Champaign
• References: <7pl679\$cdc@smc.vnet.net>
• Sender: owner-wri-mathgroup at wolfram.com

```"Roberto Diego" <r-diego at develnet.es> writes:

>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

Well, then here's help:

1) You could use Round[] on your random integers, and put in a pre-factor
to re-scale the probabilities of getting 0 or 1 after rounding.

or

2) Make a list of 0's and 1's in the right proportions, and randomly
pick a list element instead of using Random[Integer,{-1,1}].

So there are two ideas.  Hope they help.
Oh, and if want the answers, these should work:

1) Table[NestList[#+0.01*Round[0.75 Random[Real,{-1,1}]]&,5,1000]]
2) Table[NestList[#+0.01*{-1,0,0,0,1}[[Random[Integer,{1,5}]]&,5,100]]

My guess is that #2 is slightly faster.

--
Tim Dellinger                                www.ews.uiuc.edu/~tdelling
tdelling at uiuc.edu

```

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