In this talk we will introduce the utility file
RandomDistributions.mth. This file has been developed for generating
random values from main continuous and discrete distributions.
The programs contained in the file can be grouped within the following blocks:
• Random values from uniform distribution: the program RandomUniform
returns an uniform random sample between 0 and 1. This program is the base of
the other generations. Different algorithms have been used to develop this
program in order to improve the Derive’s build-on function to generate samples
from a continue uniform random distribution.
• Random values from discrete distributions: some generic algorithms for any
discrete distribution have been implemented as well as specific algorithms for
some discrete distributions (Uniform, Poisson, Binomial, Geometric, Negative
Binomial, …).
• Random values from continuous distributions: specific algorithms for main
continuous distributions have been implemented (Uniform, Exponential,
Normal, Lognormal, Cauchy, Chi-square, Student’s t, F, Gamma, Beta, …).
• Graphical approach: a program to plot the obtained samples together with the
density function has been developed. With these drawings we can check
graphically if the generated samples fit the distributions.
The use of this utility file is useful for simulating any process which follows a specific distribution. |