From: Szymon Rozga <szymon.rozga@...>
Date: 2007-04-13T07:35:05+09:00
Subject: Re: Probability distributions library in Ruby

If you don't find any library, you can always write your own using the
technique outlined in section 1.3 of this paper.
http://eeyore.ucdavis.edu/stat141/RNG.pdf

Basically given the CDF F of some distribution (say, Poisson), you can
generate random numbers from the Poisson distribution by doing:
u = rand    # uniformely generated random number
y = Finv(u)

-Szymon

On Apr 12, 5:54 pm, Libra <libraramaANTIS...@gmail.com> wrote:
> Hello,
>
> I would extract some numbers according to a given
> probability distribution (at least, Normal, Exponential,
> Poisson and Bernoulli).
>
> Do you know if a similar library already exists in Ruby? I
> only found pseudo-random number generator.
>
> TIA
>
> Libra