ผลต่างระหว่างรุ่นของ "Week10 practice 1"
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Jittat (คุย | มีส่วนร่วม) (หน้าที่ถูกสร้างด้วย '== Generating Poisson and exponential random variables == == Simulations == == Relationships ==') |
Jittat (คุย | มีส่วนร่วม) |
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== Generating Poisson and exponential random variables == | == Generating Poisson and exponential random variables == | ||
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| + | Most programming languages provide library functions for generating uniform continuous random variable in the range (0,1). However, they often do not provide any functions for generating more complicated types of random variables. | ||
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| + | Given a uniform random variable in (0,1), we can generate Poisson and exponential random variables based on their cumulative distribution function. Here is a simple idea. Let's consider, as an example, generating a Poisson random variable with parameter <math>\lambda = 5</math>. | ||
== Simulations == | == Simulations == | ||
== Relationships == | == Relationships == | ||
รุ่นแก้ไขเมื่อ 01:40, 28 ตุลาคม 2557
Generating Poisson and exponential random variables
Most programming languages provide library functions for generating uniform continuous random variable in the range (0,1). However, they often do not provide any functions for generating more complicated types of random variables.
Given a uniform random variable in (0,1), we can generate Poisson and exponential random variables based on their cumulative distribution function. Here is a simple idea. Let's consider, as an example, generating a Poisson random variable with parameter .
