[R] generate random number

[Prof Brian Ripley]

On Tue, 2 Dec 2003, Ragnhild Sørum wrote:

> I would like to generate some(ss) random numbers from a density distribution 
> f(x).
> In my case f(x) = a*exp(b*x),  ex. a=2, b=0.5,   and x is only defined 
> between x1 and x2,  ex.  from -6 to -2.5.
> 
> Any suggestions? Can I use rexp?

The inversion method is very simple here: see any good book on Simulation.

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595