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Student Support Forum: 'Random number that generates from Prob Distribu...' topicStudent Support Forum > General > Archives > "Random number that generates from Prob Distribu..."

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yehuda ben-shimol
09/23/07 11:57am

e^x^7 IS NOT a PDF since the area (integral) under that function need to be 1 (probability, isn't it?).
Anyway, there are several ways of generating random values from an arbitrary PDF, and the one that suits your case (assume that it will be a PDF) need to use inverse functions and CDF
if y is the CDF, which has a known inverse function
y=CDF(x)
that is
x = f(y)
where f is the inverse function of the CDF
then
f(z)
returns a random point according to the PDF tyou want,
where
z~Uniform(0,1)

yehuda

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Subject (listing for 'Random number that generates from Prob Distribu...')
Author Date Posted
Random number that generates from Prob Distribu... maskov E Jisuw 09/23/07 04:19am
Re: Random number that generates from Prob Dist... yehuda ben-s... 09/23/07 11:57am
Re: Re: Random number that generates from Prob ... maskov E Jisuw 09/23/07 4:58pm
Re: Re: Re: Random number that generates from P... yehuda ben-s... 09/24/07 00:29am
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