Hi Petr,
Thank you very much for the  help,

>Consider also to specify directly the inverse distribution
>function using an increasing piecewise polynomial. Generating
>numbers from the distribution is then immediate and computing
>the graph of the density may be obtained using the formula
>for the derivative of the inverse function.

The  problem is that I am not high level  programmer. Could you please help
me out?
Your help will be appreciated in advance






On Tue, Jan 31, 2012 at 2:36 PM, Petr Savicky <savicky@cs.cas.cz> wrote:

> On Tue, Jan 31, 2012 at 01:59:13PM -0500, Val wrote:
> > Hi petr,
> >
> > >Can the required density be understood as a piecewise
> > >linear function going through 4 or 5 given points?
> >
> > That is my problem. The function should be nonlinear. However, we can
> break
> > it down to the first 3 or 4 points could be linear and then nonlinear
> > function. On the later points can we apply sort of spline function or
> local
> > polynomials?
>
> Hi.
>
> This depends on your requirements on the shape of the function.
> However, for generating numbers from the distribution, the
> inverse of the distribution function is needed. If the density
> is a piecewise linear function, then the distribution function
> is piecewise quadratic. So, the inverse is easy to compute.
> For higher degree polynomials, the inverse is harder to
> compute and possibly an approximation would be better.
>
> Consider also to specify directly the inverse distribution
> function using an increasing piecewise polynomial. Generating
> numbers from the distribution is then immediate and computing
> the graph of the density may be obtained using the formula
> for the derivative of the inverse function.
>
> Petr.
>
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