On 29.04.2024, at 09:24, Stéphane Mottelet <stephane.motte...@utc.fr> wrote: > > Sorry, > > This is just a manifestation of another occurence of the xy problem. You > told about y (drawing from a given PDF) but the original problem was x : > drawing a random variable which is the sum of two random variables for > which we already have generators. In fact an EMG random variable Z may > be expressed as Z = X + Y, where X and Y are independent, X is Gaussian > with mean μ and variance σ2, and Y is exponential of rate λ > (https://en.wikipedia.org/wiki/Exponentially_modified_Gaussian_distribution). > > So you just have to use grand > (https://help.scilab.org/docs/2024.0.0/en_US/grand.html) to make > independant draws of X and Y then make the sum afterwards
Marvellous. I should have thought of that myself. Heinz Shall we try to repeat it in the DISCOURSE? _______________________________________________ users mailing list - users@lists.scilab.org Click here to unsubscribe: <mailto:users-unsubscr...@lists.scilab.org> https://lists.scilab.org/mailman/listinfo/users 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://www.3ds.com/privacy-policy/contact/
