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Re: RandomArray from user defined distribution?
*To*: mathgroup at smc.vnet.net
*Subject*: [mg73390] Re: RandomArray from user defined distribution?
*From*: Roland Franzius <roland.franzius at uos.de>
*Date*: Thu, 15 Feb 2007 04:59:32 -0500 (EST)
*Organization*: Universitaet Hannover
*References*: <eqpdv5$eip$1@smc.vnet.net> <equndr$idu$1@smc.vnet.net>
roland franzius wrote:
>> 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
>Sir, I email you directly because I can't seem to get my posts
accepted >every time on mathgroup.
>
>Thank you for the suggestion on the Gamma function which is definitely
>what I was looking for and had not found in my searches.
>
>It appears I need GammaDistribution[2, mean/2] to get what I want.
>
>On your other suggestions, I don't follow. Please, what do you mean by >?
>choose:=ip[Random[Real,{0,1}]]
Hi,
(*Perhaps this short example will enable you to apply the method*)
(*an exotic distibution density*)
density[x_] = (#/Integrate[#, {x, 0, ?}] &)[Sin[x^2]^2*Exp[-x^2/12]]
Plot[density[x], {x, 0, 12}, PlotRange -> All, PlotLabel -> "density"];
(*its cumulative distribution function not invertible by algebraic
methods *)
distribution[x_] = Integrate[density[y], {y, 0, x}]
(*the x -> F(x) plot*)
Plot[distribution[x], {x,0, 8},
PlotRange -> {0, 1}, PlotLabel -> "distibution"]
(* a 1024 point table of points of its inverse y -> F^(-1)(y),
chopping removes small imaginary parts, the small additional increment
table separates points in the first argument*)
table =
Chop@N@Table[
{distribution[x], x}, {x, 0, 12, 12/1024}] +
Table[{x*10^-7, 0}, {x, 0, 1, 1/1024}];
(* ListPlot showing the inverted graph*)
ListPlot[table, PlotJoined -> True,
PlotLabel -> "inverse table", PlotRange -> {0, 10}];
(*construct an interpolating pure function Ip from that table*)
Ip = Interpolation[table]
(*shows the same smooth graph *)
Plot[Ip[x], {x, 0.0,
1.0}, PlotLabel -> "inverse interpolation", PlotRange -> {0, 10}];
(*define a random variable from the uniform distribution on (0, 1) using \
Random[]*)
choose := Ip[Random[]]
sample = Table[choose, {10000}]
sorted = Sort[sample];
(* ListPlots sorted and unsorted show a smooth approximation of the
distribution and the described randomness of raw sample data*)
sorted = Sort[Table[choose, {10000}]];
ListPlot[sorted, PlotLabel -> "sorted sample", PlotRange -> {0, 10}];
ListPlot[sample, PlotLabel -> "unsorted sample", PlotRange -> {0, 10}]
Hope it helps
--
Roland Franzius
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