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Wolfram Language Statistics and Probability

[?] Speed up RandomVariate using custom distribution?

Michal Jex

Posted 8 years ago

I am trying to use the following code to obtain random samples according to custom distribution, but Mathematica is very often not able to give it in reasonable time. One random sample takes either between 0,015-0,05 seconds or it runs without the result for more than one minute at which point I stop the calculation. nlm2[x_] := -602.989505885402` - 61.69262610012762` x + 1.2379005632470046` x^2 - 0.013278068455723385` x^3 + 0.00008027261407746941` x^4 - 2.592723712534534`* 10^-7 x^5 +3.4947822352866564` * 10^-10 x^6 Prob[DA_] :=Exp[-(nlm2[DA] + 1887.5)*1063.2151454471323`]/560.6805023451591` Dist = ProbabilityDistribution[Prob[x], {x, 110, 145}] RandomVariate[Dist]

I am trying to use the following code to obtain random samples according to custom distribution, but Mathematica is very often not able to give it in reasonable time. One random sample takes either between 0,015-0,05 seconds or it runs without the result for more than one minute at which point I stop the calculation.

nlm2[x_] := -602.989505885402` - 61.69262610012762` x + 1.2379005632470046` x^2 - 0.013278068455723385` x^3 + 0.00008027261407746941` x^4 - 2.592723712534534`* 10^-7 x^5 +3.4947822352866564` * 10^-10 x^6

Prob[DA_] :=Exp[-(nlm2[DA] + 1887.5)*1063.2151454471323`]/560.6805023451591`

Dist = ProbabilityDistribution[Prob[x], {x, 110, 145}]

RandomVariate[Dist]

POSTED BY: Michal Jex

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Jim Baldwin

Jim Baldwin, Retired

Posted 8 years ago

Good. I wish I knew what the exact problem is. (I get the same symptoms for your density: first random sample seems to work but then stalls forever for any subsequent random samples.)

POSTED BY: Jim Baldwin

Jim Baldwin

Jim Baldwin, Retired

Posted 8 years ago

POSTED BY: Jim Baldwin

Michal Jex

Posted 8 years ago

Thank you. Your suggestion, how to bypass the problem works.

POSTED BY: Michal Jex

Jim Baldwin

Jim Baldwin, Retired

Posted 8 years ago

It would be better to edit your original question to put in the missing characters and use the formatting tools. You might also want to add in what you mean by "too slow".