RE: generating random number
- To: mathgroup at smc.vnet.net
- Subject: [mg34469] RE: [mg34448] generating random number
- From: "DrBob" <majort at cox-internet.com>
- Date: Thu, 23 May 2002 03:32:08 -0400 (EDT)
- Reply-to: <drbob at bigfoot.com>
- Sender: owner-wri-mathgroup at wolfram.com
For continuous distributions, compute G[Random[]] where G is the inverse cumulative density function. If you know the inverse CDF analytically, this is as precise as you can get. If you are constructing the CDF from data or otherwise have a piecewise approximation, define G using Interpolation on a table of the inverse CDF. If the distribution is discrete, G should be a sum of step functions, but otherwise the same method works. Bobby Treat -----Original Message----- From: ester [mailto:Ester.Piedipalumbo at na.infn.it] To: mathgroup at smc.vnet.net Subject: [mg34469] [mg34448] generating random number dear Sirs, my name is Ester Piedipalumbo and I am a post doc at the phisics dep. of Naples University. I would like to know if there is something for generating random number according an arbitary PDF (where arbitrary means that it is not standard, but I know, of cource) Thank a lot best regrds Ester