Re: drawing realizations from a joint PDF
- To: mathgroup at smc.vnet.net
- Subject: [mg3515] Re: drawing realizations from a joint PDF
- From: Jorma Virtamo <jorma.virtamo at vtt.fi>
- Date: Wed, 20 Mar 1996 02:49:14 -0500
- Sender: owner-wri-mathgroup at wolfram.com
deb at Alceon.com (David E. Burmaster) wrote:
>I have a bivariate random variable described by this PDF
>
> f(x, y) = x + y for 0 <= x <= 1 AND 0 <= y <= 1
>
>In Mma, how can I draw realizations from the joint PDF??
Try this one:
r := Random[]
z := Module[ {x,y},
x = Sqrt[.25 + 2r] - .5;
y = Sqrt[x^2 + (1+2x)r] - x;
Return[{x,y}] ]
You can visualize a realization of 5000 points by
Show[ Graphics[{PointSize[.01], Point /@ Table[z,{5000}]}],
PlotRange->{{0,1},{0,1}},
AspectRatio->1,
Frame->True ];
-- Jorma Virtamo
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Jorma Virtamo VTT Information Technology
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