If you have data you are thinking of running -kdensity- on, can you
just sample with replacement (-help bsample-) from the data? Or is it
necessary for your problem to have a smooth pdf with no atoms,
estimated from the data, to draw the numbers from?
On 3/9/06, Stas Kolenikov <[email protected]> wrote:
Another popular method is by acceptance-rejection algorithm: <snip>
> On 3/9/06, Marcello Pagano <[email protected]> wrote:
> Depends how many numbers you want to generate, <snip>
>
> > Peter Willem� wrote:
> >
> > I am trying to draw random numbers from an arbitrary distribution. One
> > idea that occurred to me was to use a kernel density estimator
> > (-kdensity-), but I have no idea how to produce random numbers from
> > the result. All suggestions are welcome.
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