MONTE CARLO METHOD QUESTION - 未名空间MITBBS历史存档

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MONTE CARLO METHOD QUESTION

MONTE CARLO METHOD QUESTION# Computation - 科学计算

t*r2003-05-01 07:05

1 楼

How to generate a series number which falls in a specified discrete
probability distribution?
thx

c*e2003-05-01 07:05

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

t*r2003-05-01 07:05

3 楼

details?
or an example?
thx

【在 c*******e 的大作中提到】

: map

s*l2003-05-01 07:05

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

e*c2003-05-01 07:05

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