Hello, I think that the best method available for this application (you wil need a massive number of draws) is the rejection method (https://en.wikipedia.org/wiki/Rejection_sampling). Let us continue this discussion on Scilab's Discourse...
S. On 4/29/24 05:11, Heinz Nabielek wrote:
Colleagues: bird flight altitude probabilities are given by the exponentially modified Gaussian distribution EMG f=f(h), in my case f = (a/2)*exp((a/2)*((a*σ^2)-2*h)) .* erfc((a*σ^2-h)/σ/sqrt(2)) with h=hmeasured-85 in meters, a=1/60m, σ=30m. See: <https://antiphishing.vadesecure.com/v4?f=TzBPM05TMWhaUkVuRncwepXXm7aQUUs8a3sBKnOeo3zqzzPE1PUeJxFSe39wh75Y&i=NmhwUWdPbjljNWRxSlVxNUTscW_rXmsdS5CfW3ms-T8&k=Yhxs&r=bGlzcjBDTTd4VWcyWjZtQ6_TAL2evagZ2vYr-1xJf13LwHIc8EKwrvfWFnwxUdMu&s=54fcca2dabb8b02e9b10abb7c1f2938e90f160a2cb53c8e34c8bf8d215ab3a96&u=https%3A%2F%2Fen.wikipedia.org%2Fwiki%2FExponentially_modified_Gaussian_distribution>. For bird flight Monte-Carlo simulations, I need random deviates representing this distribution. Normally, I generate the cumulative function F of f. Then, I project uniform random numbers U(0,1) on F^-1, the inverse of the cumulative. With the EMG, closed solutions are not available and I need a numerial procedure to generate EMG deviates. What is the best way to do this? Best greetings Heinz This email and any attachments are intended solely for the use of the individual or entity to whom it is addressed and may be confidential and/or privileged. If you are not one of the named recipients or have received this email in error, (i) you should not read, disclose, or copy it, (ii) please notify sender of your receipt by reply email and delete this email and all attachments, (iii) Dassault Systèmes does not accept or assume any liability or responsibility for any use of or reliance on this email. Please be informed that your personal data are processed according to our data privacy policy as described on our website. Should you have any questions related to personal data protection, please contact 3DS Data Protection Officer https://antiphishing.vadesecure.com/v4?f=TzBPM05TMWhaUkVuRncwepXXm7aQUUs8a3sBKnOeo3zqzzPE1PUeJxFSe39wh75Y&i=NmhwUWdPbjljNWRxSlVxNUTscW_rXmsdS5CfW3ms-T8&k=Yhxs&r=bGlzcjBDTTd4VWcyWjZtQ6_TAL2evagZ2vYr-1xJf13LwHIc8EKwrvfWFnwxUdMu&s=32fd60a5220ff414f060b063dbad3fd497b0262a1a66989e7b8e20f9d7c7a9bb&u=https%3A%2F%2Fwww.3ds.com%2Fprivacy-policy%2Fcontact%2F _______________________________________________ users mailing list - users@lists.scilab.org Click here to unsubscribe: <mailto:users-unsubscr...@lists.scilab.org> https://antiphishing.vadesecure.com/v4?f=TzBPM05TMWhaUkVuRncwepXXm7aQUUs8a3sBKnOeo3zqzzPE1PUeJxFSe39wh75Y&i=NmhwUWdPbjljNWRxSlVxNUTscW_rXmsdS5CfW3ms-T8&k=Yhxs&r=bGlzcjBDTTd4VWcyWjZtQ6_TAL2evagZ2vYr-1xJf13LwHIc8EKwrvfWFnwxUdMu&s=fad40986af4782d963cce3e934e1b3a27f33aac0d0c0cf2fc74c3083c7682e2a&u=https%3A%2F%2Flists.scilab.org%2Fmailman%2Flistinfo%2Fusers
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