Re: defining random variable with piecewise-continuous PDF Mathematica 6
- To: mathgroup at smc.vnet.net
- Subject: [mg79536] Re: defining random variable with piecewise-continuous PDF Mathematica 6
- From: Bill Rowe <readnewsciv at sbcglobal.net>
- Date: Sat, 28 Jul 2007 05:45:31 -0400 (EDT)
On 7/27/07 at 5:53 AM, warwick at jps.net (sdw) wrote: >any ideas on how to do this? >basically seeking a computationally efficient way to define the PDF, >which may look like a set of continuous or discontinuous rectangle >functions and have the Mathematica random number generator produce >values from this PDF To get useful answers you really need to specify more detail regarding the PDF. Meanwhile, in Vol 2, Chapter 3 of Seminumerical Algorithms Knuth provides a fairly complete discussion of various techniques to generate random numbers. Included is discussion on generating random deviates from arbitrary probability density functions. -- To reply via email subtract one hundred and four