Various random variates may be generated by the VAR operation by means
of the statistical library functions of editorial computing. (See ARIT?)
To generate a random value from a distribution with the inverse distri-
bution function G(), use G(rnd(0)) in the VAR operation.
For example, standard normal random variates are obtained by
N.G(0,1,rnd(0)) or faster by probit(rnd(0)). Other alternatives are:
BIN.G(n,p,rnd(0)) binomial distribution Bin(n,p)
Poisson.G(a,x) Poisson distribution Poisson(a)
t.G(n,rnd(0)) t distribution with n degrees of freedom
CHI2.G(n,rnd(0)) Chi-square distribution with n degrees of freedom
F.G(m,n,rnd(0)) F distribution with m,n degrees of freedom
For serious applications the alternative random number generator rand()
is recommended instead of rnd().
R = Alternative random number generators
V = More information on VAR operation
M = MNSIMUL for fast generation of multivariate normal samples
T = TRANSFORM <data> BY #UNIFORM(a,b)
X = RNDTEST for testing sequences of random numbers