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Re: Random Numbers [message #81832 is a reply to message #13427]

Wed, 24 October 2012 16:34

Craig Markwardt
Messages: 1869
Registered: November 1996

Senior Member

On Wednesday, October 24, 2012 5:38:34 PM UTC-4, John O'Neill wrote:
> Hello Everyone,
>
>
>
> I am trying to create a set of random numbers using an Inverse Gaussian Distribution (Wald distribution) but randomu doesn't seem able to do this. Is there anything more general then randomu, or something where I can define what function I want to use to create random numbers?

http://en.wikipedia.org/wiki/Inverse_transform_sampling

I'm not aware of any IDL routines to do this though, but it's not hard with a little integrating and interpolating.

The difficulty of implementing the method depends on the distribution to some degree. For example, power law distributions can be hard to do because of the dynamic range required.

Craig

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[Message index]

		random numbers with gamma distribution By: f055 on Wed, 04 November 1998 00:00
		Re: Random Numbers By: John O'Neill on Thu, 25 October 2012 08:06
		Re: Random Numbers By: David on Thu, 25 October 2012 07:37
		Re: Random Numbers By: Yngvar Larsen on Thu, 25 October 2012 00:14
		Re: Random Numbers By: Craig Markwardt on Wed, 24 October 2012 16:34

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