Re: Any randomly generated numbers according to *non-uniform* probability distribution?

[donalson]

Check out the book "Simulation Modeling and Analysis" by Law and Kelton
(McGraw/Hill).  It has a lot of random distrubutions defined as well as a good
section on how to code them.  Sorry it took a while for this reply but the book
had hidden itself when I wasn't looking and I just found it again.

Cheers,

   Doug Donalson

"William S. Shu" wrote:

> I would like to attribute the probablity of events occuring based on known
> (or user-defined probability distributions other than "uniformly random".
> E.g.,  An agent has different probabilities of being in one of a number of
> distinct positions, and has to visit it based on this probability.  The way
> I currently implement it is associate each position with an interval of the
> real line (in the range [0,1]), the length of which corresponds to its
> probablility of being visited.  I then randomly generate numbers in [0,1].
> If the number falls in the line segment corresponing to a position, I move
> to that position.
>
> The trouble is that I have a number of such scenarios, for different
> situations with different probabilities.  I cannot easily build them,
> especially for more complicated cases.
>
> Do packages exist to do this, or similar?
>
> In practical terms, could someone tell me if there are any random number
> generators whose output over an interval [a,b] is generated with a
> probability distributed according to common (known) or user-defined
> probability distributions.  (Common distributions would include, say,
> normal, binomial, distributions).  As a (crude) illustration, suppose such a
> generator is producing numbers over the interval [-1.0,1.0] according to a
> Normal Probability Distribution.  Then, it will produce any number in the
> range [-1.0,0.0] with a probability of 0.5.
>
> Thanks
>
> William.
>
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