Timeline for Generating Double-Triangular-distributed random variates
Current License: CC BY-SA 4.0
14 events
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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 |
Commonmark migration
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Apr 13, 2017 at 12:44 | history | edited | CommunityBot |
replaced http://stats.stackexchange.com/ with https://stats.stackexchange.com/
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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 |