Date:	Thu, 15 May 2003 14:06:54 -0700
From:	roon8505 AT uidaho DOT edu
Subject:	Non-uniform random variables
To:	djgpp AT delorie DOT com
Message-id:	<4dfc324d8c62.4d8c624dfc32@uidaho.edu>
MIME-version:	1.0
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Reply-To:	djgpp AT delorie DOT com

Hullo folks...

I'm currently writing a stochastic simulation in which I need to generate random variables (bounded (0,1)) with non-uniform distributions.


The distribution I'm looking for would have:

1) an expected value at a user defined 'mean' (e.g. 0.015)
2) a 'fat-tailed' distribution, kurtosis to the upper end of the curve

There are several functions I can think of that could work. E.G. lognormal, gamma, beta. 

I searched the archives, and found nothing pre-existing.

Before I try to write my own code, are there any pre-existing DJGPP modules that will work for me?

Many thanks.

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