In article <[EMAIL PROTECTED]>,
[EMAIL PROTECTED] (Linda) wrote:
>I want to generate a series of random variables, X with exponential
>PDF with a given mean,MU value. However, I only want X to be in some
>specified lower and upper limit?? Say between 0 -> 150 i.e. rejected
>anything outside this range Does anyone have any ideas how should I do
>that??
I am a little unclear on what you want. A random variable with an
exponential distribution has no upper bound. Are you looking for a
random deviate from a truncated distribution?
In any case, X = -ln(U) where U is a uniform random deviate will be
exponentially distributed with lambda = 1. For a different lambda simply
scale -ln(U) by a suitable constant. To have a different minimum, simply
add whatever offset you want. To truncate the distribution, simply throw
away values above the desired limit. Note this can be made a bit more
computationally efficient by truncating the uniform distribution prior
to taking the logartithm.
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