Re: [Help-gsl] generating random numbers between two numbers

[Will Farr]

In general, this is the only way available.  If you have a probability  
distribution for a variable x, (i.e. p(X)dX is the probably that x  
lies in [X, X + dX]), then the probability distribution for a function  
of that variable, y(x), is given by p(Y) = p(X) / dy/dx.  If you want  
p(Y) = const, and you know that p(X) = const, then you must have dy/dx  
= const => y = c + d x for some c and d.  That is, only linear  
functions take a uniform distribution to a uniform distribution.  So,  
the only way to generate a uniform distribution on [a,b] given a  
uniform distribution on [0,1] is the way you outlined.

Will

On May 6, 2008, at 8:00 AM, Awhan Patnaik wrote:

> GSL allows random number generation between the unit interval [0,1].  
> However
> if one has to generate numbers between ANY two real numbers a and b  
> then one
> way is the following:
> num = a + rand*(b-a) where rand is a random number in the unit  
> interval. Is
> this the only way available ? I mean are the statistical properties
> preserved in such cases.
> _______________________________________________
> Help-gsl mailing list
> address@hidden
> http://lists.gnu.org/mailman/listinfo/help-gsl