Re: random variable

*To*: mathgroup at smc.vnet.net*Subject*: [mg102853] Re: [mg102833] random variable*From*: Tomas Garza <tgarza10 at msn.com>*Date*: Sat, 29 Aug 2009 06:33:37 -0400 (EDT)*References*: <200908280943.FAA11851@smc.vnet.net>

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. Tomas > Date: Fri, 28 Aug 2009 05:43:26 -0400 > From: bdairmb at yahoo.com > Subject: [mg102833] random variable > To: mathgroup at smc.vnet.net > > 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>