Random number generation from functions
CptPicard
jpmnews at free.fr
Tue Nov 30 01:55:33 EST 2004
drs wrote:
> Is there any way to generate random numbers based on arbitrary real valued
> functions? I am looking for something like random.gauss() but with natural
> log and exponential functions.
>
> thanks,
>
> -d
>
>
I remember for having used it on a gaussian generator that you can do that very
easily by yourself:
- you generate a random real number in the range [0 .. 1],
- then you apply an inverse probability density function (e.g. inverse gaussian
pdf : http://www.itl.nist.gov/div898/software/dataplot/refman2/auxillar/rigpdf.htm),
and you have then your random number following the specified law (here gaussian).
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