MathGroup Archive 2004

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

Search the Archive

Re: Re: sorry, but more q's on random numbers

In line with Bill's answer, look in the ContinuousDistributions.m file which is in

C:\Program Files\Wolfram Research\Mathematica\5.0\AddOns\StandardPackages\Statistics

on my machine, and look for these lines:

exponential = Compile[{{lambda, _Real}, {q, _Real}}, -Log[q]/lambda]

ExponentialDistribution/: Random[ExponentialDistribution[lambda_:1]] :=
	exponential[lambda, Random[]]

As you can see, Mathematica computes Exponential variates by taking the Log of a Uniform variate.


On Thu, 9 Sep 2004 05:19:13 -0400 (EDT), Bill Rowe <readnewsciv at> wrote:

> On 9/8/04 at 5:15 AM, sean_incali at (sean kim) wrote:
>> What kind of distribution do I get if I take the base 10 Log of
>> Random[Real, {range}]?
> A truncated reflected exponential distribution. For any distribution, the cumulative distribution function, cdf, maps the domain of the distribution to 0,1. In particular, the cdf for the exponential distribution is:
> << "Statistics`"
> CDF[ExponentialDistribution[a], x]
> 1 - E^((-a)*x)
> Recognizing this must range from 0 to 1 and 1-Random[] is a uniform random deviate then
> Log[10, 1 - %] // PowerExpand
> -((a*x)/Log[10])
> shows -Log[10,Random[]] to be a exponential distribution. Omitting the minus sign reflects the distribution about the origin. Adding a range restriction truncates the distribution.
>> is that Log Uniform? or normal?
> No, see above.
>> also What's the best way to show what type of distribution it is?
>> I was thinking of listplot.
> There are a number of ways to show characteristics of the distribution. Which is best depends on what you are trying to show. Most of the time, I would plot some version of the empirical distribution function. For example,
> data = Sort@Table[Random[], {25}];
> ListPlot[Transpose@
>            {data,
>             Rest@FoldList[Plus, 0, data]/Total@data}];
>However, often people perfer to see the density function which is approximated by plotting a histogram. The difficulty with plotting histograms is appropriately choosing the bin width.
> --
> To reply via email subtract one hundred and four

DrBob at

  • Prev by Date: Re: Re: How to solve a simple Trig cofunction?
  • Next by Date: Re: Exact real numbers
  • Previous by thread: Re: sorry, but more q's on random numbers
  • Next by thread: Re: sorry, but more q's on random numbers