iconEuler Examples

Non-uniform Random Generators

Based on Julia code by John D. Cook.

function rand ()

   Alias to random()
function randuniform (a, b)

   return a uniform random sample from the interval (a, b)
function randnormal (mean, stdev)

   return a random sample from a normal (Gaussian) distribution
function randexponential (mean)

   return a random sample from an exponential distribution
function randgamma (shape, scale)

   return a random sample from a gamma distribution
function randchisquare(dof)

   return a random sample from a chi square distribution
   with the specified degrees of freedom
function randinversegamma(shape, scale)

   return a random sample from an inverse gamma random variable
function randweibull(shape, scale)

   return a sample from a Weibull distribution
function randcauchy(median, scale)

   return a random sample from a Cauchy distribution
function randstudentt(dof)

   return a random sample from a Student t distribution
function randlaplace(mean, scale)

   return a random sample from a Laplace distribution
   The Laplace distribution is also known as the double exponential distribution.
function randlognormal(mu, sigma)

   return a random sample from a log-normal distribution
function randbeta(a, b)

   return a random sample from a beta distribution
function randmatrix (n:index,m:index,f:string)

   Apply the random generator to generate a matrix.

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