RE: generating random number
- To: mathgroup at smc.vnet.net
- Subject: [mg34487] RE: [mg34448] generating random number
- From: "tgarza01 at prodigy.net.mx" <tgarza01 at prodigy.net.mx>
- Date: Thu, 23 May 2002 03:32:35 -0400 (EDT)
- Reply-to: tgarza01 at prodigy.net.mx
- Sender: owner-wri-mathgroup at wolfram.com
Indeed there is. It depends on what you call a "standard" PDF. The Mathematica Statistics` package considers a wide class of distributions and has a built-in pseudo-random number generator in each case. If you talk about a completely arbitrary PDF, then you may use several approaches. A good discussion on this (and many other subjects) can be found in Colin Rose and Murray Smith's new and excellent book "Mathematical Statistics with Mathematica" (Springer, 2002). Anyway, essentially what you use is the inverse of the distribution function you wish to sample from. A uniformly distributed random number chosen on the vertical axis of the PDF, and then projected onto the horizontal axis through the distribution function will produce a random number with the desired distribution. Tomas Garza Mexico City Original Message: ----------------- From: ester Ester.Piedipalumbo at na.infn.it To: mathgroup at smc.vnet.net Subject: [mg34487] [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 -------------------------------------------------------------------- mail2web - Check your email from the web at http://mail2web.com/ .