From: Armin Roehrl <armin@...>
Date: 2002-04-11T18:36:59+09:00
Subject: Re: random numbers with a particualr statistical distribution

What specific distribution do you need?

F(^-1)(U) is your friend, where U~uniform and
F(^-1) is the inverse.

Bye,
	A

On Thursday 04 April 2002 00:35, you wrote:
> Has anyone out there written code in Ruby to generate
> random numbers with a particular statistical
> distribution.  I know algorithms exist in C/C++:
>
> http://www.ulib.org/webRoot/Books/Numerical_Recipes/bookcpdf/c7-2.pdf
>
> and
>
> http://www.ulib.org/webRoot/Books/Numerical_Recipes/bookcpdf/c7-3.pdf
>
> But it would be handy to have the common distributions
> available in Ruby.  Generating a random deviate with
> mean = x and standard deviation = y is easy (see
> below), but the other distributions can get quite
> ugly.
>
> Thanks,
>
> Damien
>
> def norm(mean,sd)
>   mean+(Math.log10((1+(2*rand()-
> 1))/(1-(2*rand()-1)))/1.82)*3*sd
> end
>
> a = norm(x,y)
>
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-- 
Armin.

-----------------------------------------------
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