jeudi 6 août 2015

How can i generate random number in a given PDF?

I read about a few ways that it can be done if I can invert the CDF of the random distribution. The problem is that but all I know is the PDF and it a hard one to integrate and invert. Is there a way of doing it in Java? (I'm currently programing on Java but can switch if needed)




Aucun commentaire:

Enregistrer un commentaire