(New page: Let Some Function, Y, be the CDF of and exponential RV and specify lambda to be 0.5 We know that sticking a uniform RV into the inverse of Y and letting this new variable be called D cre...) |
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Latest revision as of 12:26, 22 October 2008
Let Some Function, Y, be the CDF of and exponential RV and specify lambda to be 0.5
We know that sticking a uniform RV into the inverse of Y and letting this new variable be called D creates an exponential RV D which represents the squared distance to center.
Let Theta be a uniform RV equal to 2pi times the uniform RV from 0 to 1. Thus theta is uniform from 0 to 2pi.
To create a gaussian let
X=sqrt(D)*cos(theta)
