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Apr 17, 2023 at 3:51 history edited Xi'an CC BY-SA 4.0
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Apr 17, 2023 at 3:50 comment added Xi'an @duncan: You are right, I forgot the $\sqrt p$.
Apr 17, 2023 at 1:11 comment added duncan Showing up 8 years late to suggest this is incorrect. You are essentially splitting the calculation in two for u <= p or u > p. But each part needs to work with a uniform sample in (0, 1). You are rescaling for the second case, but not for the first case. (2) should be x = a + sqrt(u/p) * (c-a)
Jun 11, 2020 at 14:32 history edited CommunityBot
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Apr 13, 2017 at 12:44 history edited CommunityBot
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Jan 2, 2016 at 20:15 history edited Xi'an CC BY-SA 3.0
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Jan 2, 2016 at 19:25 vote accept mac
Jan 2, 2016 at 19:21 comment added Tim @Xi'an you probably meant "the cdf is" in "the pdf is" (4th line)..?
Jan 2, 2016 at 18:16 history edited Xi'an CC BY-SA 3.0
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Jan 2, 2016 at 17:59 comment added Xi'an @whuber: thank you for pointing out the error in the factors 2. They now stand corrected. Hopefully.
Jan 2, 2016 at 17:58 history edited Xi'an CC BY-SA 3.0
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Jan 2, 2016 at 17:49 comment added whuber +1 -- but I think there may be some inconsistencies in the factors of $2$ involved in $f$. They disappeared when $F$ was introduced, but it could be a good idea to check that the algorithm is correct.
Jan 2, 2016 at 17:36 history edited Xi'an CC BY-SA 3.0
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Jan 2, 2016 at 17:31 history answered Xi'an CC BY-SA 3.0