Based on a set of experiments, a probability density function (PDF) for an exponentially distributed variable was generated. Now the goal is to use this function in a Monte carlo simulation. I am vaguely familiar with PDF's and random generator, especially for normal and log-normal distributions. However, I am not quite able to figure this out. Would be great if someone can help.
Here's the function:
f = γ/2R * exp(-γl/2R) (1-exp(-γ) )^(-1) H (2R-l)
- f is the probability density function,
- 1/γ is the mean of the distribution,
- R is a known fixed variable,
- H is the heaviside step function,
- l is the variable that is exponentially distributed
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