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Re: [Help-gsl] Help gsl_beta


From: Ralph Silva
Subject: Re: [Help-gsl] Help gsl_beta
Date: Sat, 8 May 2010 10:29:51 +1000

Hi

I am assuming that 0 < r < 1. Then your density should just be f(r) = 2r.
The cdf is then F(r) =  r^2. You can use the beta(a=2, b=1) or
the inverse method: R = sqrt(U) where  U ~ Uniform(0,1).

If you really want your density to be exactly f( r ) = 2*pi*r, then you must
have 0 < r < 1 / sqrt( pi ).
The cdf is then F(r) = pi*(r^2). Again, you can generate a value from the
beta(a=2,b=1) and divide that value by sqrt(pi)
or you can use the inverse method: R = sqrt( U / pi ) where  U ~
Uniform(0,1).

Please check the properties of a pdf.

Hope that helps you.

On Thu, May 6, 2010 at 11:45 PM, Lucas Rodrigues de Paula <
address@hidden> wrote:

> Please, I need to generate a linear probability density function like this
> f( r ) = 2 ( pi )r, but I can't. I'm trying using the gsl_ran_beta
> function,
> with a = 2 and b = 1, but gsl_ran_beta becomes f( r ) = 2r. How can I get
> f(
> r ) = 2( pi )r ?
>
>


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