Random Distribution Number Generator Algorithm

Posted on 2001-06-07
Medium Priority
Last Modified: 2008-02-01
I need to build a random number generator. The number generated should follow some distribution like noemal distribution, Poisson distribution, exponential distribution and so on....
I'm using Visual C++ programming, but I will be appreciate if anybody can just let me know the algorithm.
I have gone through the exact generator I needed in Excel, but I can't get the source code.
Thanx for your help.
Question by:ronaldyoong
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Expert Comment

ID: 6162935
There are specific algorithm tips in
"Simulation Modeling and Analysis", 2nd Edition by Law and Kelton.
If you need something specific - I have the book at hand.

Bernoulli (p.472)
1. Generate U~U(0,1)
2. If U <= p return X = 1. Otherwise return X = 0.

Uniform distribution can be obtained by the C library rand() function.
LVL 18

Accepted Solution

deighton earned 200 total points
ID: 6163202
Here is exponential for starters, include math.h

double exponential_distribution(double dlamda)
     double dprop;

          dprop = (double) rand() / (double) RAND_MAX;
     while (dprop == 0);

     return -log(dprop) / dlamda;

void main()

     printf("\nexponential lamda = 3 %lf",exponential_distribution(3));
LVL 18

Expert Comment

ID: 6163206
include stdlib, stdio as well

and do a

// include time.h

srand( (unsigned)time( NULL ) );  

at program start to seed the random number if you want different numbers every time you run the program

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LVL 18

Expert Comment

ID: 6163264
poisson distribution

long poisson_distribution(double lamda)
     double total=0;
     double dprop,dterm;
     long k=0;
     long c;
          dprop = (double) rand() / (double) RAND_MAX;
     } while (dprop == 1);

          dterm = (double) exp(-lamda);
          for(c = 1;c <= k ; c++)
               dterm *= lamda / c;                    

          total += dterm;
     } while(total < dprop);
     return k;

Expert Comment

ID: 6163720
A 'Real' random number generator is impossible to build with a deterministic machine.

LVL 18

Expert Comment

ID: 6167760

I agree that the rand function produces pseudo random numbers, a mathematical sequence that appears to be random, but obviously isn't as such random.  However they are adequate for most tasks,  and it is possible to replicate in c++ anything that excel can do.
LVL 11

Expert Comment

ID: 6811672
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Expert Comment

ID: 6828409
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