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Unformatted text preview: ing regions and h ( u ) functional forms as for the integration case can be employed. This method has the disadvantage that two random numbers per event (entry in the distribution) are needed, but this method can almost always be used (assuming that the maximum value of Q ( u ) can be known). The inverse transform method: if the goal is to choose v from distribution Q ( v ), one rst calculates F ( v ) = R v Q ( v ) dv , the cumulative distribution function. Then one chooses u uniformly: v = F1 ( u ) will be distributed according to Q ( v ). This method requires only one random number per event; however it must be feasible to compute the inverse cumulative distribution function. Good software for implementing this method is called UNURAN ; this software is employed by Root....
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This note was uploaded on 01/16/2012 for the course PHYSICS 392 taught by Professor Scholberg during the Fall '11 term at Duke.
 Fall '11
 Scholberg
 Physics

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