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Re: random variable

  • To: mathgroup at smc.vnet.net
  • Subject: [mg102842] Re: [mg102833] random variable
  • From: "Scot T. Martin" <smartin at seas.harvard.edu>
  • Date: Sat, 29 Aug 2009 06:31:30 -0400 (EDT)
  • References: <200908280943.FAA11851@smc.vnet.net>

You should transform your PDF  into a CDF, and then you obtain a 
linear random variable using the built-in function to sample the CDF.

On Fri, 28 Aug 2009, omar bdair wrote:

> I want to ask, how can I generate a random vaiable from some probability density functions which are not well-known? I mean, if we have some pdf which is not normal, binomial, weibull, ... but the only thing I know that it is a log-concave function, then how can I generate a number of random variables?
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