Tagged Questions
1
vote
1answer
101 views
Safe values of $\mu$ and $\sigma$ when randomly sampling from a Log-Normal Distribution?
I believe I'm obtaining overflow errors when randomly sampling from a log-normal distribution with the command:
RandomVariate[LogNormalDistribution[μ, σ], 1]
...
2
votes
1answer
145 views
Calculate variance of random walk?
How can I symbolically calculate the variance of the following random walk in Mathematica?
Given several discrete random variables such that $p(Z_i=1-2k)=p$, where $k$ is a small real number, and ...
8
votes
1answer
335 views
Recommended book on random processes to understand new functionality in Mathematica 9?
I am interested in exploring the new functionality on random processes available in Mathematica 9, but I am not familiar with all of the underlying mathematics.
Could you recommend a book that ...
13
votes
1answer
288 views
RandomVariate returns values outside the support of a PDF
Let $X$ be a random variable with pdf:
dist = ProbabilityDistribution[1/(Abs[x]*Log[Abs[x]]^2), {x, -E^-2, E^-2}]
Here are some pseudo-random drawings from it:
...
8
votes
3answers
632 views
How to generate a RandomVariate of a custom distribution?
I'm trying to generate a pseudorandom variate out of a custom distribution. Suppose I want define a custom distribution, and for the sake of simplicity I define a Poisson distribution (the ...
2
votes
3answers
414 views
Some questions about random numbers
How can I get non-repeating random numbers from Mathematica 8?
How can I know which distribution the numbers I get are?
Can I choose the distribution I want together with the non-repeating random ...
20
votes
1answer
721 views
RandomVariate from 2-dimensional probability distribution
A probability distribution can be created in Mathematica (I am using 8.0.1) with e.g.
...
16
votes
6answers
996 views
Efficient way to generate random points with a predefined lower bound on their pairwise Euclidean distance
Using Mathematica what is an efficient way to generate a list of $n$ random two dimensional points $\{x_i,y_i\}$ where $i=1,...,n$ so that no two points $p_1$ and $p_2$ in the list has an Euclidean ...
