对于C中的简单模拟,我需要生成指数随机变量。 我记得在某个地方读过(但我现在找不到,我不记得为什么)使用rand()函数在固定范围内生成随机整数会产生非均匀分布的整数。 正因为如此,我想知道这段代码是否有类似的问题:
//generate u ~ U[0,1] u = ( (double)rand() / ((double)(RAND_MAX)); //inverse of exponential CDF to get exponential random variable expon = -log(1-u) * mean;谢谢!
For a simple simulation in C, I need to generate exponential random variables. I remember reading somewhere (but I can't find it now, and I don't remember why) that using the rand() function to generate random integers in a fixed range would generate non-uniformly distributed integers. Because of this, I'm wondering if this code might have a similar problem:
//generate u ~ U[0,1] u = ( (double)rand() / ((double)(RAND_MAX)); //inverse of exponential CDF to get exponential random variable expon = -log(1-u) * mean;Thank you!
最满意答案
随机数在一个固定的范围内的问题是,很多人为100到200之间的数字这样做,例如:
100 + rand() % 100这是不统一的。 但是通过这样做(或者至少可以达到统一):
u = 100 + 100 * ((double)rand() / ((double)(RAND_MAX));既然你在做什么,你应该是安全的。
The problem with random numbers in a fixed range is that a lot of people do this for numbers between 100 and 200 for example:
100 + rand() % 100That is not uniform. But by doing this it is (or is close enough to uniform at least):
u = 100 + 100 * ((double)rand() / ((double)(RAND_MAX));Since that's what you're doing, you should be safe.
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