generate random numbers subject to

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Alexandra
Alexandra on 18 Apr 2016
Answered: Image Analyst on 18 Apr 2016
Hi, I am trying to generate a set of random numbers X between 0 and 1 subject that an equation depending on X can be negative. Thanks a lot,

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Answers (1)

Image Analyst
Image Analyst on 18 Apr 2016
You need to do inverse transform sampling. https://en.wikipedia.org/wiki/Inverse_transform_sampling This involves getting the CDF of the equation. I attach a Rayleigh example.

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