Use the probability integral transform theorem:
http://www.mathhelpforum.com/math-he...on-155753.html
A course in mathematical statistics - Google Books
THE IVERSE PROBABILITY METHOD FOR GENERATING RANDOM VARIABLES
I am trying to come up with a concise formula for a probability distribution that is just decreasing linearly but it is eluding me.
What I am looking for is:
For instance, given uniformly distributed random numbers 0 - 1 I want to map those to 0 - n with 0 having the highest probability and n having the lowest. Seems straightforward but ... Perhaps not.
Thanks!
Use the probability integral transform theorem:
http://www.mathhelpforum.com/math-he...on-155753.html
A course in mathematical statistics - Google Books
THE IVERSE PROBABILITY METHOD FOR GENERATING RANDOM VARIABLES