[Top][All Lists]

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[Help-gsl] random number distributions

From: Klaus Huthmacher
Subject: [Help-gsl] random number distributions
Date: Mon, 29 Sep 2014 08:46:44 +0200
User-agent: SquirrelMail/1.4.23 [SVN]

Dear Eric,

I cannot fully follow your argumentation:

i) Do you want to use random numbers based on a distribution provided by
the GSL
ii) Do you want to build a certain distribution on your own and then draw
random numbers from it?

In the first case, you initialise a random number generator provided by
the GSL and call a certain function which provides random numbers
according the distribution you prefer.

In the second case you need to know the probability density function (pdf)
or the cumulative distribution function (cdf) of the distribution you want
to simulate. Then by applying the inverse transform you can transform
uniformly distributed random numbers from the GSL to random numbers
distributed according to your distribution.

What do you want to achieve?

-- Klaus.

reply via email to

[Prev in Thread] Current Thread [Next in Thread]