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| − | + | <center><font size= 4> | |
| + | Comments for: '''[[The_principles_for_how_to_generate_random_samples_from_a_Gaussian_distribution|The principles for how to generate random samples from a Gaussian distribution]]''' | ||
| + | </font size> | ||
| + | |||
| + | A [https://www.projectrhea.org/learning/slectures.php slecture] by Joonsoo Kim | ||
| + | |||
| + | </center> | ||
| + | ---- | ||
| + | ---- | ||
| + | Please leave me comment below if you have any questions, if you notice any errors or if you would like to discuss a topic further. | ||
| + | ---- | ||
| + | ---- | ||
| + | '''Review by Khalid Tahboub:''' | ||
| + | |||
| + | Great job! few minor remarks: | ||
| + | |||
| + | 1) I think the first equation should be | ||
| + | <center><math> | ||
| + | F^{-1}(u)=inf\{ x|F(x)\geq u, \quad u\in [0, 1] \} | ||
| + | </math></center> | ||
| + | |||
| + | instead of | ||
| + | <center><math> | ||
| + | F^{-1}(u)=inf\{ x|F(x)\leq u, \quad u\in [0, 1] \} | ||
| + | </math></center> | ||
| + | |||
| + | 2) How we reach <center><math> | ||
| + | X <- F^{-1}(U)\quad | ||
| + | </math></center> from <center><math> | ||
| + | F^{-1}(u)=inf\{ x|F(x)\geq u, \quad u\in [0, 1] \} | ||
| + | </math></center> is not very clear to me | ||
| + | |||
| + | |||
| + | 3)I think the equation | ||
| + | <center><math> | ||
| + | F(x) = \int_{-\infty}^x \lambda exp(-\lambda x') dx' = \int_0^x \lambda exp(-\lambda x') dx' = [-exp(-\lambda x')]_0^x = 1-exp(-\lambda x) \leq u | ||
| + | </math></center> | ||
| + | should be instead | ||
| + | <center><math> | ||
| + | F(x) = \int_{-\infty}^x \lambda exp(-\lambda x') dx' = \int_0^x \lambda exp(-\lambda x') dx' = [-exp(-\lambda x')]_0^x = 1-exp(-\lambda x) \geq u | ||
| + | </math></center> | ||
| + | |||
| + | 4) I think it might give a nice demonstration if you plot the histogram of U and X to show that this method really functions in the desired way. | ||
| + | |||
| + | ---- | ||
| + | '''Write Question/Comment Here''' | ||
| + | ---- | ||
| + | '''Write Question/Comment Here''' | ||
| + | ---- | ||
| + | ---- | ||
| + | Back to [[The_principles_for_how_to_generate_random_samples_from_a_Gaussian_distribution|The principles for how to generate random samples from a Gaussian distribution]] | ||
Latest revision as of 15:26, 14 May 2014
Comments for: The principles for how to generate random samples from a Gaussian distribution
A slecture by Joonsoo Kim
Please leave me comment below if you have any questions, if you notice any errors or if you would like to discuss a topic further.
Review by Khalid Tahboub:
Great job! few minor remarks:
1) I think the first equation should be
instead of
3)I think the equation
should be instead
4) I think it might give a nice demonstration if you plot the histogram of U and X to show that this method really functions in the desired way.
Write Question/Comment Here
Write Question/Comment Here
Back to The principles for how to generate random samples from a Gaussian distribution
