rvsample: 4800shilin

In final4800/4800shilin: sampling from continuous distributions, given their pdfs

Description

what does the function do: implements sampling from a continuous random variable.

Usage

rvsample(n, pdf, lb, ub, c)

Arguments

n	the number of samples
pdf	a function that is the pdf of the random variable that you wish to sample from
lb	a numeric that is the lower bound of the random variable you wish to sample from
ub	a numeric that is the upper bound of the random variable you wish to sample from m, so P(a <= X <= b) = 1.
c	a numeric that is such that f(x) <= C for all values of x

Details

what does the function do: implements sampling from a continuous random variable.

Value

a random sample of size n from the rv with pdf provided to the function, using rejection sampling

final4800/4800shilin documentation built on May 24, 2019, 4:08 p.m.