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MathGroup Archive 2007

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Re: RandomArray from user defined distribution?

  • To: mathgroup at smc.vnet.net
  • Subject: [mg73357] Re: RandomArray from user defined distribution?
  • From: roland franzius <roland.franzius at uos.de>
  • Date: Wed, 14 Feb 2007 05:13:55 -0500 (EST)
  • Organization: Universitaet Hannover
  • References: <eqpdv5$eip$1@smc.vnet.net>

rob 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.
> 

Your density is a GammaDistribution[2,3], se e.g.

http://mathworld.wolfram.com/GammaDistribution.html

If you want to implement a Random from your own Distribution, the 
easiest way is to generate a 1000 point Table of (P(x),x) of paired 
values of the inverted cumulated Distribution function P^-1, construct 
an interpolating  function iP using Fit and use the Random generator 
choose:=ip[Random[Real,{0,1}]]

-- 

Roland Franzius


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