And, this is why I keep asking for more context about what you are ultimately trying to accomplish. It might be that you're truly trying to do something that is mathematically impossible (in which case you're out of luck), but it could also be that we could suggest something that would solve your ultimate goal.

(Someone mathier would also say that any random variable has to be defined with respect to a *measure*, so selecting values without respect to a probability distribution is also impossible ... in a different way from sampling uniformly from values on the real line ...)

  Ben Bolker


On 2025-07-28 1:23 p.m., Duncan Murdoch wrote:
As others have told you, you can't.  You can talk about a uniform distribution on the reals but there's no way to normlize it so it integrates to 1, so it's an "improper" distribution, and there is no way to sample from those.

Duncan Murdoch

On 2025-07-28 12:30 p.m., Daniel Lobo wrote:
Many thanks for your guidance. However my original problem is, how to
select n points in the Real line randomly without any preference of
any particular probability distribution?

On Mon, 28 Jul 2025 at 21:45, Rui Barradas <ruipbarra...@sapo.pt> wrote:

On 7/28/2025 5:00 PM, Daniel Lobo wrote:
Hi,

I want to draw a set of random number from Uniform distribution where
Support is the entire Real line.

runif(4, min = -Inf, max = Inf)

However it produces all NAN

Could you please help with the right approach?

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Hello,


What you are asking doesn't make sense.
The uniform distribution's PDF is

f(x;a, b) = 1/abs(b - a) if x in [a, b]
              0            otherwise

So what you have is 1/abs(Inf - -Inf) = 1/abs(Inf) = 0.

And the cumulative distribution function is even worse, it will give you
the indeterminate Inf/Inf.
See the Wikipedia on the uniform distribution [1].


[1] https://en.wikipedia.org/wiki/Continuous_uniform_distribution

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--
Dr. Benjamin Bolker
Professor, Mathematics & Statistics and Biology, McMaster University
Director, School of Computational Science and Engineering
> E-mail is sent at my convenience; I don't expect replies outside of working hours.

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