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Re: random variable

  • To: mathgroup at
  • Subject: [mg102853] Re: [mg102833] random variable
  • From: Tomas Garza <tgarza10 at>
  • Date: Sat, 29 Aug 2009 06:33:37 -0400 (EDT)
  • References: <>

In theory, the idea is very simple. Suppose the CDF (i.e., cumulative distribution function) of your not well-known random variable is F. Call H the inverse function of F. Then, apply H to a uniformly distributed random number. The result is a random number distributed as F.
The only problem is, sometimes it is not a simple matter to obtain the inverse distribution. So, it depends on each particular case how to proceed.


> Date: Fri, 28 Aug 2009 05:43:26 -0400
> From: bdairmb at
> Subject: [mg102833] random variable
> To: mathgroup at
> 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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