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Generation of Random Numbers of a Given Distribution

Problem

Generation of random numbers following a certain probability distribution.

Solution

Use the random library from PLaneT.

> (require (planet "random.scm" ("schematics" "random.plt" 1 1)))

; Let X be a stochastic variable with a normal distribution of mean 2 and variance 1.
> (define X (lambda () (random-normal 2 1)))
> (X)
2.738691213443679
> (X)
1.5611005495389303

; Let Y be a stochastic variable with binomal distribution the number-of-trials 10 and
; the probability paramter 1/2.
> (define Y (lambda () (random-binomial 10 1/2)))
> (Y)
6

The library contains among others the functions supporting discrete distribtions

• random-integer
• random-geometric
• random-binomial
• random-poisson
• random-permutation

and the following continous distributions

• random-real
• random-unit-disc
• random-normal
• random-gaussian
• random-exponential
• random-gamma
• random-beta
• random-chi-square
• random-F
• random-t

See the Documentation for more elaborate explanations.

Discussion

Comments about this recipe

Contributors

-- JensAxelSoegaard - 25 Aug 2004