C: Random Number Generation - What (If Anything) Is Wrong With This
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Published on 2010-04-06T16:07:26Z
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2010/04/06
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c
|random-number-generator
|random-generator
|pseudo-random-numbers
|random-numbers
For a simple simulation in C, I need to generate exponential random variables. I remember reading somewhere (but I can't find it now, and I don't remember why) that using the rand() function to generate random integers in a fixed range would generate non-uniformly distributed integers. Because of this, I'm wondering if this code might have a similar problem:
//generate u ~ U[0,1]
u = ( (double)rand() / ((double)(RAND_MAX));
//inverse of exponential CDF to get exponential random variable
expon = -log(1-u) * mean;
Thank you!
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