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Re: RandomArray from user defined distribution?
Hi, Poisson distribution is a count process. If you need to generate a sampled data, I assume that you want that the count process of the sampled data would be Poisson distributed, and this can be done with a renewal process, where the time intervals between the reneal points is exponential distributed, therefore, << Statistics`ContinuousDistributions` FoldList[Plus, 0, RandomArray[ExponentialDistribution, 100]] // Rest generates 100 points of the "sampled data" (with rate 1) I'm certain you would be able to continue from that point regards yehuda On 2/12/07, rob <robIV at piovere.com> wrote: > > I'd like to use the RandomArray to produce some data from > what I think is a Poisson distribution in t > P[t] = a^2 t Exp[-a*t] where a is mean, sigma. > > I see one can use RandomArray to produce sample data from a > lot of continuous distributions but the Poisson isn't among > them (it's only available in the discrete form). > > I've made a bunch of crippled attempts to force my P[t] to > put out examples but have failed. Any suggestions? Thanks. > >