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POExponential-decay-like-random-distribution and Discretization of continuous distributions
 

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  1. POExponential-decay-like-random-distribution and Discretization of continuous distributions
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    <p>sadly I'm not really experienced in using random numbers in programming, despite the use of uniform integers in range. Therefore i have to questions regarding this topic.</p> <p><strong>Question 1 (more specific):</strong></p> <p>I'm looking for a way to chose array elements (dynamic size, but known) according to a probability distribution similar to the curve of <em>"exponential decay"</em> (<a href="http://en.wikipedia.org/wiki/Exponential_decay" rel="nofollow">http://en.wikipedia.org/wiki/Exponential_decay</a>). <strong>Meaning:</strong> i want to prefer to chose the first elements rather than the others. I want an monotonic decreasing function (no growing before decreasing like in many well-known probability-distributions like the gamma-distribution).</p> <p>Maybe the geometric-distribution is something which i could use? But then i need an answer to my second question regarding the scaling of this distribution to array indexes. </p> <p><em>The dual method to prefer choosing the last elements rather than the first would be ok too, of course.</em></p> <p><strong>Question 2 (more general):</strong> Is there a concept in any implementation which will scale me any continuous random-distribution to a given array-range (including discretization)?</p> <p>Example: Use a gaussian normal distribution and the result is always a valid index in some array (meaning: the middle elements are preferred).</p> <p>Could this (<a href="http://www.gnu.org/software/gsl/manual/html_node/General-Discrete-Distributions.html" rel="nofollow">link text</a>) be something like i want to use?</p> <p><strong>Platform and Libraries:</strong> I'm programming in <strong>C++</strong> and use the <strong>boost::random</strong> library at the moment (<a href="http://www.boost.org/doc/libs/1_44_0/doc/html/boost_random.html" rel="nofollow">link text</a>), but i'm willing to use something like the the <strong>gsl library</strong> or other <em>quality</em> libraries.</p> <p><strong>One more wish:</strong> I would prefer a way using some <em>quality</em> libraries rather than some quick-and-dirty custom_functions.</p> <p>Thanks!</p>
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    1. COI don't understand your question 1. Exponential decay is where any element has the same fixed probability of decaying within some time interval. Choosing the first element in an array preferentially to the others seems to have nothing to do with that? What exactly are you trying to accomplish?
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    2. COWhy don't you want to use boost::random ? (it seems it has what you ask for)
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    3. CO@Alf: I mentioned exponential decay only for describing the curve of the probability distribution i want to have. If i take an array as x-axe of the exponential decay curve, then the y-axe should be the probability of this array element to get chosen
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