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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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