I made the following experiment: http://lzkiss.netfirms.com/cgi-bin/igperl/igp.pl?dir=random&name=funcrand
1./ Get an arbitrary function f(x) which is continuous in the [$from, $to] interval. 2./ Approximate the integral of f(x) + min(f(x)). This is necessary to get non decreasing integral function. Also normalize the integral function, for easier calculations and graphics, so the last value of that will equal 1. 3./ Get the values of the inverse of this integral for given number of computer generated uniform random numbers, and save it as the transformed random set. 4. Group the set and compare visually and using the good-fit chi square test with the original function. The experiment says that the density of the new set follows the original function. Question: could be this proven or rejected mathematically? laszlo . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
