- #1
rabbed
- 243
- 3
Hi
If I have a CDF = integral wrt t from 0 to r^2/2 of 2*sqrt(pi*t)*e^(-t)*dt
but I want to generate samples from the PDF, would Metropolis-Hastings
algorithm be the best alternative?
Rgds
rabbed
If I have a CDF = integral wrt t from 0 to r^2/2 of 2*sqrt(pi*t)*e^(-t)*dt
but I want to generate samples from the PDF, would Metropolis-Hastings
algorithm be the best alternative?
Rgds
rabbed
Last edited: