[R] generate random number of any given distribution
Liaw, Andy
andy_liaw at merck.com
Sat Jan 17 00:19:11 CET 2004
If you can compute the quantile function of the distribution (i.e., the
inverse of the integral of the pdf), then you can use the probability
integral transform: If U is a U(0,1) random variable and Q is the quantile
function of the distribution F, then Q(U) is a random variable distributed
as F.
This is not necessarily the most efficient way of generating the random
number, but it may be the only way in some cases.
HTH,
Andy
> From: Yan Yu
>
> Hello,
> Is there a function in R to generate random number of any given
> distribution (its pdf is given), besides uniform and gaussian
> distribution?
>
> Thanks,
> yan
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