DiscreteRNG.nb

Pseudo-Random Number Generation

Let be any discrete random variable with pmf . To illustrate, suppose :

We now generate 20 copies of :

Here, in a fraction of a second, are 50000 more copies of :

Contrast the empirical distribution of data with the true distribution of :

Fig. 1: The empirical pmf (red triangles) and true pmf (blue circles)

The triangular dots denote the empirical pmf, while the round dots denote the true density . One obtains a superb fit because mathStatica's DiscreteRNG is an exact solution.