Random numbers from distribution with parameters


nielseernink
11-30-2005, 10:25 AM
Dear all,

In FORTRAN 77 I want to generate a large set of random numbers from a certain distribution. This distribution is described and has known parameters.

Can anyone help me to find a very easy way of picking numbers from the distribution?

I have looked all over the internet, but most random number generators seem very cumbersome...

Your help would be greatly appreciated.

Niels Eernink.

mbustamante
02-23-2007, 10:45 AM
There is a routine in the CERNLIB libraries (http://cernlib.web.cern.ch/cernlib/) called DIVON4 (code number D151) which can be used to generate N-dimensional random vectors from a user-provided probability density function (pdf) which depends on N variables.

Cheers,

Mauricio

devora
11-19-2007, 06:00 AM
Did you ever get the function to work? As far as I saw, CERN has a newer function called FUNLUX (V152), but I couldn't find any good documentation on it. :confused: