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how to generate a uniform distribution with an constraint

2 vues (au cours des 30 derniers jours)
xueqi
xueqi le 30 Juil 2013
Dear fellows,
I want to do a simulation. There are two variables c1 and c2. And they satisfy a function f(c1,c2)=constant. Assuming c1 and c2 are uniformally distributed along the function f(c1,c2)=constant, how can I realize this?
Cheers, X

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Iain
Iain le 30 Juil 2013
Rearrange the function into the form:
c2 = g(c1,constant),
Randomly generate c1, and simply calculate c2, based on the constant you know.

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