Re: [Help-gsl] Random numbers within some ranges in the domain using different distributipons?

[Daniel J Farrell]

Hello,

The function will produce a probability uniformly distributed between  
a and b,
f(r) = a + (b - a) * r only if r is distributed between 0 and 1. I  
think the best way for you to proceed is to actually write some code  
and try and solve the problem. Then when you get specific problem that  
illustrates your point, post it.

The above fucntion can help you sample distributions in a specified  
probability range by using GSL probability distributions. e.g.

If you wanted to sample the Gaussian distribution, mu = 1, between p =  
0.1 and p = 0.5,

r = 0.1  + (0.5 - 0.1) * gsl_rng_uniform_pos(rng);
v = gsl_ran_gaussian_pdf (r, 1.0);

I use this type of code in a monte-carlo type model. This is called  
1000s of times to build up the samples distribution.

Dan.


On 18 Jun 2008, at 19:55, Mohammad Khaleghi wrote:

> hi,
> Thanks again for taking pain in trying to help me. I have understood  
> the matter with poisson distribution. I had not chosen a good  
> example. as I had just written to Martin, The problem is not just  
> dealing with a specific distribution. I am interested in all  
> distributions from which I can sample within a range (min, max). And  
> I still would like to know if the solution f(r) = a + (b - a) * r  
> would work for any distribution returning a double or it should be  
> the output of a generator from a uniform distribution?
>
> thanks again,
> Mohd
>
> > -----Ursprüngliche Nachricht-----
> > Von: "Daniel J Farrell" <address@hidden>
> > Gesendet: 18.06.08 11:29:46
> > An: Mohammad Khaleghi <address@hidden>
> > CC: address@hidden
> > Betreff: Re: [Help-gsl] Random numbers within some ranges in the  
> > domain using different distributipons?
>
>
> > Hello,
> >
> > I think gsl_ran_poisson (const gsl_rng * r, double mu) returns the  
> > 'k'
> > number (i.e. then number of occurrences associated with that
> > probability generated by 'r'). This is an educated guess based on the
> > fact that p(k,lambda) and you is entering p() and lambda into the
> > above function.
> >
> > You want to sample the poisson distribution in a given range of what?
> > Do you have a lambda and a k value? Or do you just have a lambda?
> >
> > Cheers,
> >
> > Dan/
> >
> > On 17 Jun 2008, at 17:44, Mohammad Khaleghi wrote:
> >
> > > Hello Dan,
> > >
> > > Thank you very much for the email and the explaination which is very
> > > useful. I might have still some problems. It is maybe due to lack of
> > > enough knowledge in statistics :-)
> > > I saw that most of the functions return double. Do you mean all
> > > these are distributed between (0, 1)? Then your solution is in these
> > > case perfect. But what should I do in the cases where a long int is
> > > returned?
> > > I copied and pasted an example from the documents, where an unsined
> > > int is generated. Almost the same goes for all uniform  
> > > distributions.
> > >
> > >
> > > — Function: unsigned int gsl_ran_poisson (const gsl_rng * r, double
> > > mu)
> > > This function returns a random integer from the Poisson distribution
> > > with mean mu. The probability distribution for Poisson variates is,
> > > p(k) = {\mu^k \over k!} \exp(-\mu)
> > > for k >= 0.
> > >
> > > Does the above means that the function produces long int values
> > > between (0, +inf)?
> > > If so how can I produce (or get) say long ints between (100, 200)?
> > > Does it make sense even thinking of something between (-100, 150)?
> > >
> > > Thanks a lot
> > > Mohd
> > >
> > > > -----Ursprüngliche Nachricht-----
> > > > Von: "Daniel J Farrell" <address@hidden>
> > > > Gesendet: 17.06.08 18:01:50
> > > > An: Mohammad Khaleghi <address@hidden>
> > > > CC: address@hidden
> > > > Betreff: Re: [Help-gsl] Random numbers within some ranges in the
> > > > domain using different distributipons?
> > >
> > >
> > > > Hello Mohd,
> > > >
> > > > I think you are looking for this function:
> > > >
> > > > f(r) = a + (b - a) * r
> > > >
> > > > where a is the min value, b is the max values and r is a random
> > > > number
> > > > distributed between 0 and 1 (e.g. use gsl_rng_uniform_pos() to
> > > > generate r).
> > > >
> > > > This come up a lot on the mailing list maybe it should be added to
> > > > the
> > > > library?
> > > >
> > > > Cheers,
> > > >
> > > > Dan.
> > > >
> > > >
> > > >
> > > > On 17 Jun 2008, at 16:26, Mohammad Khaleghi wrote:
> > > >
> > > > > Hi everybody!
> > > > >
> > > > > Could somebody please tell me how to generate random numbers  
> > > > > within
> > > > > some ranges in the domain?
> > > > > I saw the documentation and did not see anything like setting a  
> > > > > min
> > > > > and max. I mean for a distribution that has a domain (-inf, + inf)
> > > > > could one set some range (min, max) to sample from? Or it is not
> > > > > possible with gsl?
> > > > >
> > > > > thans, Mohd
> > > > >
> > > > > _______________________________________________________________________
> > > > > EINE FÜR ALLE: die kostenlose WEB.DE-Plattform für Freunde und  
> > > > > Deine
> > > > > Homepage mit eigenem Namen. Jetzt starten! http://unddu.de/?
> > > > > address@hidden
> > > > >
> > > > >
> > > > >
> > > > > _______________________________________________
> > > > > Help-gsl mailing list
> > > > > address@hidden
> > > > > http://lists.gnu.org/mailman/listinfo/help-gsl
> > >
> > >
> > > ______________________________________________________________
> > > Jeden Monat 1 hochkarätiger maxdome-Blockbuster GRATIS!
> > > Exklusiv für alle WEB.DE Nutzer. http://www.blockbuster.web.de
>
>
> _______________________________________________________________________
> Jetzt neu! Schützen Sie Ihren PC mit McAfee und WEB.DE. 30 Tage
> kostenlos testen. http://www.pc-sicherheit.web.de/startseite/? 
> mc=022220