- #1
iibewegung
- 16
- 0
[tex]\mathrm{prob} \propto \mathrm{e}^{-\frac{(a -x_1)^2}{2 \sigma^2}} \mathrm{e}^{-\frac{(x_1 -x_2)^2}{2 \sigma^2}} \mathrm{e}^{-\frac{(x_2 -x_3)^2}{2 \sigma^2}} \mathrm{e}^{-\frac{(x_3 -b)^2}{2 \sigma^2}}[/tex]
a and b are known real constants.
Is there a way to generate [tex]x_1[/tex], [tex]x_2[/tex], [tex]x_3[/tex] independently using a single gaussian random-number generator 3 times, then transforming them somehow?
I'm almost certain this appears in statistics or applied math textbooks but I don't know what to look for.
a and b are known real constants.
Is there a way to generate [tex]x_1[/tex], [tex]x_2[/tex], [tex]x_3[/tex] independently using a single gaussian random-number generator 3 times, then transforming them somehow?
I'm almost certain this appears in statistics or applied math textbooks but I don't know what to look for.