Physics307L F09:Schedule/Week 10 agenda/Random numbers: Difference between revisions
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Latest revision as of 18:58, 6 August 2010
Transformation method
See Bevington 2nd ed., pages 81-83
- Generate uniformly distributed random number from 0 to 1
- Lookup or compute this value in the cumulative distribution function, find corresponding "x"
- This x value will be distributed according to p(x)