Scientific Programming Question

[CoreyWhite]

Hello, I'm new to these forums, so please forgive any problems with my post. In particular, I wasn't sure where to put this post.

I'm working on a scientific programming problem in Java, and I don't have a huge amount of familiarity with either scientific programming or Java, so you can imagine my dilemma. I'm trying to generate a random distribution of doubles following a truncated power law distribution. That is, I want to generate a list of times, T, for which the probability distribution P(T) is proportional to:

exp(-T/A)*T^(-B),

where A and B are constants.

Does anyone have any thoughts on how I would go about this? I'm open to programming it myself, if someone can suggest how to get started, or of course if such a distribution is already implemented in some publicly available scientific programming library that would be even better. If writing it myself, I figured I would create a TruncatedPowerLaw class extending the Random class, with a method for nextTruncatedPowerLaw, but I really have no idea where to go from there (i.e., the hard stuff). Thanks in advance!

By the way, if someone sees a way to accomplish this easily in another language, I'm not completely averse to that, although Java is preferred.

 

[Bavon]

If you don't mind programming in C or C++, you could use the GNU Scientific Library. It has random number generators for a lot of distributions.
There is a Java interface to it, but I don't know if it covers the entire library.

 

[sid_galt]

You can also try the Numerical Recipes book Chpt. 7 (It's available for free online). It might have an algorithm for your problem though you'll probably have to program the solution yourself.