File:ITS from uniform to exponential.png

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ITS_from_uniform_to_exponential.png ‎(698 × 464 pixels, file size: 6 KB, MIME type: image/png)

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Description
English: A graph that illustrates the Inverse Transform Sampling method, for sampling from distribution exponential with parameter 2. The X axis has the values of the uniform(0,1) sample, and the Y axis has the corresponding exp(2) values.
עברית: גרף המדגים דגימה באמצעות שיטת הדגימה מטרנספורמציה הופכית. הגרף מדגים זאת עבור דגימה מהתפלגות מעריכית עם פרמטר = 2. בציר ה-X ישנם ערכים שנדגמו מהתפלגות אחידה בקטע (0,1), ובציר ה-Y הערכים המתאימים מהתפלגות המעריכית.
Date
Source Own work
Author Orielno

R Code

u <- runif(200)

plot((1:499)/500, qexp((1:499)/500, 2), type = 'l', col = 'red', main = 'sampling from exp(2) using uniform(0,1) and ITS', xlab = 'u ~ uniform(0,1)', ylab = '-ln(1 - u) / 2 ~ exp(2)')

points(u, -log(1 - u) / 2, cex = 0.5, col = 'blue')

 
This chart was created with R.

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Date/TimeThumbnailDimensionsUserComment
current06:17, 10 June 2018Thumbnail for version as of 06:17, 10 June 2018698 × 464 (6 KB)Orielno (talk | contribs)User created page with UploadWizard

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