CPSC 633-600 Read-Only Bulletin Board
Last modified:
2/21/14, 09:43AM (Fri)
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Article List
Articles
Date: 02/21/14 | Title: Generating random events |
How to generate probabilistic events:
i. Given values x in X={a, b, c, ...} and probability p(x=a), p(x=b), etc.
ii. Choose from value
x = ceil(rand*|X|)
where |X| is the cardinality of the set X.
iii. Generate random number between 0 and 1.
r = rand;
iv. if (r<p(X=x))
accept choice x
else
reject and repeat step ii--iv until value is accepted.
Search on "rejection method" or "accept-reject method" for more
details.
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