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Re: Re: random variable

• To: mathgroup at smc.vnet.net
• Subject: [mg103256] Re: [mg103253] Re: [mg102833] random variable
• From: "Tony Harker" <a.harker at ucl.ac.uk>
• Date: Fri, 11 Sep 2009 07:37:03 -0400 (EDT)
• References: <200908280943.FAA11851@smc.vnet.net> <28A3460B9CB94660BE9B0EF0E222E8E2@laertes> <795693.47851.qm@web110704.mail.gq1.yahoo.com> <39FFA49B7C0A4930B5E12967D72058C4@laertes> <200909110929.FAA01302@smc.vnet.net>

  Yes, the rejection method is equally applicable to multivariate
distributions (though I do not have an example written in Mathematica). It
might be necessary to use a bit more care in choosing the initial random
distribution from which the sampling is done: although one can usually get
away with a uniform distribution in one dimension the rejection rate might
be unacceptably high in a higher dimensional space.

  Tony Harker 

]-> -----Original Message-----
]-> From: omar bdair [mailto:bdairmb at yahoo.com] 
]-> Sent: 11 September 2009 10:30
]-> To: mathgroup at smc.vnet.net
]-> Subject: [mg103253] Re: [mg102833] random variable
]-> 
]-> Dear all,
]-> 
]-> Generating random variables using the rejection method is 
]-> the best method that I want to use. But the file sent by 
]-> Harker only discussed the case of one variable pdf. The 
]-> question is: Could we use the rejection method to generate 
]-> a sequence of random variables when the pdf is of multi-variables?
]->  
]-> Thank you       
]-> 
]-> Omar Bdair
]-> 
]-> 
]-> 

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