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MathGroup Archive 2007

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Re: how to get random numbers from a distribution

  • To: mathgroup at smc.vnet.net
  • Subject: [mg81474] Re: how to get random numbers from a distribution
  • From: dh <dh at metrohm.ch>
  • Date: Wed, 26 Sep 2007 06:23:44 -0400 (EDT)
  • References: <fd7s2q$cfd$1@smc.vnet.net>


Hi,

here is a simple and general method. Assume we have a random variable in 

the range {lb,ub}. Further, p is the probabilitiy density function in 

the same range. This means: Integral p[x],{x,lb,ub}]==1. Then we can get 

the next random number with the chosen distribution by:

next[p_,ub_,lb_]:=Module[{t},

    While[p[t=Random[Real,{lb,ub}]]<Random[Real,{lb,ub}]];

    t]

here is a Gaussian example in the range {0,2}:

p[x_]=Exp[-x^2]/Integrate[Exp[-x^2],{x,0,2}]

hope this helps, Daniel



tdoxmail at gmail.com wrote:

> Hi ya alll

> 

> I am a new Mathematica user.

> I have a function that i use to generate a probability distribution

> (eg x^2). I want a random number generator, that should generate

> values from this probability distribution only,

> 

> I know this Random function in mathematica, that can generate in

> particular range, but how do i tell to generate from a particular

> distribution.

> 

> I created a list of values using my probability function but not able

> to integrate it with Random function so that random numnber takes

> value from that  list.

> 

> Also I googled and saw some function like RandomChoice and some other

> but they are available in Mathematica6 and i use 5.2.

> 

> Can u help with this.

> 

> Thanks in advace

> 

> 




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