Mathematica 9 is now available
Services & Resources / Wolfram Forums
-----
 /
MathGroup Archive
2005
*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 2005

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

Search the Archive

Re: easy question about random numbers

  • To: mathgroup at smc.vnet.net
  • Subject: [mg53431] Re: easy question about random numbers
  • From: Bill Rowe <readnewsciv at earthlink.net>
  • Date: Tue, 11 Jan 2005 01:31:38 -0500 (EST)
  • Sender: owner-wri-mathgroup at wolfram.com

On 1/9/05 at 11:03 PM, pedrito6 at softhome.net (Pedrito) wrote:

>I have been trying the differents methods for creating random
>numbers and I think the faster are these two:

<snip>

Another approach you might want to consider is to use Interpolation to build a look up table for the inverse cumulative distribution function. For the particular set of probabilities you gave this can be done as follows:

invCDF = Interpolation[Transpose[
    {FoldList[Plus, 0, {1/6, 1/6, 1/6, 1/6, 9/60, 11/60}], 
     Range[0, 6]}], 
   InterpolationOrder -> 0]

then random deviates are obtained using

f@Random[]

I haven't checked the speed of this method versus the others, but it should be reasonable.
--
To reply via email subtract one hundred and four


  • Prev by Date: Re: any updates to Mathematica control system
  • Next by Date: Re: 2D plot for lists?
  • Previous by thread: Re: easy question about random numbers
  • Next by thread: Re: easy question about random numbers