Physics307L:Schedule/Week 10 agenda/Random numbers
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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)
Excel example from today
- File:Weighted mean and random.xlsx (This is the Excel 2007 version)
- File:Weighted mean and random.xls (This is the Excell 2003 version)