Exponential random number generation
4 visualizzazioni (ultimi 30 giorni)
Mostra commenti meno recenti
hi,
How to generate the exponential random numbers from uniform random number generator?
thx
0 Commenti
Risposta accettata
the cyclist
il 27 Gen 2012
lambda = 2;
x = -log(rand(1,1000000)/lambda)
x will be exponentially distributed. See, for example, http://en.wikipedia.org/wiki/Exponential_distribution#Generating_exponential_variates
4 Commenti
James Tursa
il 27 Gen 2012
Theoretically, one can invert the Cumulative Distribution Function and then plug uniform random numbers into that. Inverting the CDF is not always easy to accomplish, however.
the cyclist
il 27 Gen 2012
+1 to what James just wrote. If you search "generate random variate", you will find plenty to read. The book (remember those?) "Numerical Recipes" has a digestible discussion of the topic.
Più risposte (0)
Vedere anche
Categorie
Scopri di più su Random Number Generation in Help Center e File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!