Tagged Questions

Questions about random number generation and the properties of numbers so generated.

264 views

Efficiently generating samples from an urn with maximum per element constraint?

I need to sample from a distribution that is a hybrid of uniform and hypergeometric in the sense that all elements are sampled uniformly until an element reaches some specified maximum observations, ...
81 views

Restarting random number generators where you left off

I have code that uses both RandomReal and RandomInteger a number of times to produces a sequence of $n$ data sets. After ...
78 views

RandomPoint works with a 2D ImplicitRegion but fails for any higher dimension

This is inspired by this answer which features code that I cannot get to work at all, and I tried to figure out why. It boils down to using the function RandomPoint...
118 views

RandomVariate, MSE and Cramer-Rao bound calculation

I'm using the following code to plot the variance of a moment estimate of a parameter of Rice distribution and its' Cramer-Rao bound. First I generate $10^3$ vectors $\texttt{R}$ ($10^3$ elements ...
68 views

Help with Multivariate ProbabilityDistribution

I wish to obtain numbers from ...
103 views

Converting problem into form involving Probability

I want to solve the following problem symbolically, using Probability: What is the probability of the first random variate of a set to be present more than once,...
29 views

Missing Completely at Random MCAR

Many other stats packages have tests for MCAR but Mathematica doesn't seem to. Have a I missed something? If not what would a simple implementation in MMA look like. (disclaimer I'm new to MCAR ...
59 views

How to use Compile? Bivariate Gibbs Sampler

I am trying to use compile to speed up my Gibbs sampler. I know I can use Reap and Sow to speed up tremendously. I have a more complicated Bayesian posterior that I want to speed up with compile so I ...
74 views

The correct assignment of probability distribution to generate random variables

I'm asking you for a help to solve a difficult (for myself) task. Now I will tell you what and why I'm trying to implement. The task is to simulate the passage of elementary particles through a ...
85 views

Generates random number from custom multivariable probability distribution

I have the following input ...
50 views

Custom graph distribution

I am working with random graphs a lot. It's quite easy to describe random graph using, adjacency matrix or just a list of edges. However I am thinking that I might benefit from describing random ...
89 views

Optimization of custom probability distibutions?

Consider the two tests: Timing[Do[RandomVariate[NormalDistribution[0.5, 0.3]], {200}]] {0.001188, Null} ...
165 views

Von Neumann's method to generate points uniformly distributed on a region of a n-sphere surface

I am trying to generate points uniformly distributed on a region of a single n-sphere surface (all angles in hyperspheric coordinates are between 0 and Pi/2). I decided to use von Neumann's method ...