Mathematica Mathematica: Random numbers from arbitrary PDF

[Niles]

Hi

I want to generate a set of random numbers according to a specific distribution, namely given by
<br /> f(v) \propto v^3\exp(-v^2 C)<br />
where C is a constant. It is clear how to do it with a distribution already implemented in Mathematica, http://reference.wolfram.com/mathematica/tutorial/RandomNumberGeneration.html, but is there a way to do it with the one given by me above?


Niles.

 

[Bill Simpson]

You can probably Unprotect RandomVariate, add a new definition for your distribution, and put the protection back.

Then your definition can make use of
http://en.wikipedia.org/wiki/Inverse_transform_sampling
or
http://en.wikipedia.org/wiki/Rejection_sampling
to generate your random number or numbers.

Is this what you are looking for?