random numbers according to user defined distribution ??

Alex axel.kowald at rub.de
Thu Aug 7 13:44:44 CEST 2008


Thanks for the many answers.

So basically I have to get the inverse of the CDF and use this to
transform my uniformly distributed random numbers. If my desired
distribution is simple I can get an analytical solution for the
inverse, otherwise I have to use numerical methods.

Okay, things are now much clearer.

Many thanks,

 Alex



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