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? > > > >

**References**:**random variable***From:*omar bdair <bdairmb@yahoo.com>