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Re: random numbers with gamma distribution [message #13417 is a reply to message #13416]

Wed, 04 November 1998 00:00

steinhh
Messages: 260
Registered: June 1994

Senior Member

In article <MPG.10aa14fba7d2a20d989703@news.frii.com> davidf@dfanning.com \
(David Fanning) writes:

> T.Osborn (f055@uea.ac.uk) writes:
>
>> I'm trying to generate a random series that has a gamma distribution, using
>> the randomu() function with the gamma keyword. The online help says to set
>> gamma to an integer > 0. WHY DOES IT HAVE TO BE AN INTEGER? The gamma
>> distribution is in fact defined for all gamma > 0, not just integers.
>> I want to set gamma=0.5, which currently fails as it converts it to the
>> integer 0, which is not > 0, and so it fails.
>>
>> Is this a bug, and is there any work-around?
>
> Which gamma function are you running? Certainly not IDL's
> GAMMA function which works perfectly well with non-integer
> values:
>
> IDL> print, gamma(0.5)
> % Compiled module: GAMMA.
> 1.77245

:-)

Read his post one more time, David - and open your eyes this time :-)

A number of useful options have been added to the RANDOMU function
since I (we?) "learned" it. I don't know which version added the stuff,
but you can now generate random numbers with various distributions
(poisson, binomial, gamma, normal, uniform) straight away by setting
some keywords. The /NORMAL keyword gives you the same as RANDOMN.

As far as I can make out a gamma distribution is proportional to

x^(g-1)*exp(-x)
--------------
(g-1)

From the formula you wouldn't expect any problems with g being
fractional...since x is always positive. But I guess the
implementation is easier if g is restricted to integers...

Regards,

Stein Vidar

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[Message index]

		Re: random numbers with gamma distribution By: Alejandro C. Frery on Mon, 09 November 1998 00:00
		Re: random numbers with gamma distribution By: davidf on Wed, 04 November 1998 00:00
		Re: random numbers with gamma distribution By: steinhh on Wed, 04 November 1998 00:00
		Re: random numbers with gamma distribution By: davidf on Wed, 04 November 1998 00:00

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