Mathematica 9 is now available
Services & Resources / Wolfram Forums
-----
 /
MathGroup Archive
2004
*January
*February
*March
*April
*May
*June
*July
*August
*September
*October
*November
*December
*Archive Index
*Ask about this page
*Print this page
*Give us feedback
*Sign up for the Wolfram Insider

MathGroup Archive 2004

[Date Index] [Thread Index] [Author Index]

Search the Archive

Drawing random values

  • To: mathgroup at smc.vnet.net
  • Subject: [mg47328] Drawing random values
  • From: Virgil Stokes <vs at it.uu.se>
  • Date: Mon, 5 Apr 2004 05:23:13 -0400 (EDT)
  • Organization: Uppsala University
  • Sender: owner-wri-mathgroup at wolfram.com

I am trying to do a Monte Carlo simulation in which my model contains 3 
parameters with 3 different distributions and I need to draw random 
values from each of these distributions. In addition, there is 
correlation between these random values. The situations can be defined by,

  X is distributed uniformly (5,15)
  Y is distributed exponentially (25)
  Z is distributed lognormal (3000, 2000)

and, X is negatively correlated (-0.5) with Z, while Y is positively 
correlated (0.4) with Z.

How can I draw random values for X, Y, and Z so that all constraints are 
satisfied?

--V. Stokes





  • Prev by Date: Re: Plot bug?
  • Next by Date: Re: Plotting 3D points
  • Previous by thread: Mathematica Packages
  • Next by thread: Re: Plotting 3D points