MONTE CARLO METHOD QUESTION# Computation - 科学计算
t*r
1 楼
How to generate a series number which falls in a specified discrete
probability distribution?
thx
probability distribution?
thx
c*e
2 楼
map
【在 t*****r 的大作中提到】
: How to generate a series number which falls in a specified discrete
: probability distribution?
: thx
【在 t*****r 的大作中提到】
: How to generate a series number which falls in a specified discrete
: probability distribution?
: thx
t*r
3 楼
details?
or an example?
thx
【在 c*******e 的大作中提到】
: map
or an example?
thx
【在 c*******e 的大作中提到】
: map
s*l
4 楼
You can look at 'numerical recipe'. It's even got
fortran and C codes.
【在 t*****r 的大作中提到】
: details?
: or an example?
: thx
fortran and C codes.
【在 t*****r 的大作中提到】
: details?
: or an example?
: thx
e*c
5 楼
Assume you can generate U(0,1) distribution,
then the discrete prob distribution with following dist:
P{X=xi}=pi
can be generated by dividing the interval [0,1] with subdivisions
[0,p1), [p1,p1+p2), [p1+p2,p1+p2+p3),...[p1+...+p(n-1),1] and
for X~U(0,1), if X falls into [0,p1) then make X=x1, clearly this
has prob. p1; if X falls into [p1,p1+p2), then make X=x2, clearly
this has prob. p2; and so on...
【在 t*****r 的大作中提到】
: How to generate a series number which falls in a specified discrete
: probability distribution?
: thx
then the discrete prob distribution with following dist:
P{X=xi}=pi
can be generated by dividing the interval [0,1] with subdivisions
[0,p1), [p1,p1+p2), [p1+p2,p1+p2+p3),...[p1+...+p(n-1),1] and
for X~U(0,1), if X falls into [0,p1) then make X=x1, clearly this
has prob. p1; if X falls into [p1,p1+p2), then make X=x2, clearly
this has prob. p2; and so on...
【在 t*****r 的大作中提到】
: How to generate a series number which falls in a specified discrete
: probability distribution?
: thx
相关阅读
有限元的精华区还没有建起来啊偶也问一fortran问题Re: fortran subroutine and function3D FEM code非线性多变量超定方程组的解法问题在EXCEL中,如何利用两个列得到第三列, 比如, 求列A+B =C有人熟悉分形维数和测度理论吗？求矩阵逆的算法[转载] 有谁做Normal Mode Analysis的？有人做ANASYS的热应力分析么有人用IDL吗有做CFD的吗?ABAQUS的Infinite Element一问c++ random number generatorhelp! Matlab movie or axis aspect ratio急：如何写能生成任意分布的随机数的程序？Re: help on interface for Matlab and For求解线性方程组的C++libraryrandom number generator in FortranPlease help: Abaqus/CAE