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Last modified: 2/21/14, 09:43AM (Fri)

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Date: 02/21/14 Title: Generating random events


Date: 02/21/14 Title: Generating random events
How to generate probabilistic events:

i. Given values x in X={a, b, c, ...} and probability p(x=a), p(x=b), etc.

ii. Choose from value
	x = ceil(rand*|X|)
    where |X| is the cardinality of the set X.

iii. Generate random number between 0 and 1.
	r = rand;

iv. if (r<p(X=x))
	accept choice x
	reject and repeat step ii--iv until value is accepted.

Search on "rejection method" or "accept-reject method" for more 

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