Re: [Numpy-discussion] Conditional random variables

2011-10-29 Thread Janos
Ted To theo.to> writes: > > On 07/05/2011 11:07 AM, josef.pktd gmail.com wrote: > > For example sample x>=U and then sample y>=u-x. That's two univariate > > normal samples. > > Ah, that's what I was looking for! Many thanks! > You need to be careful, though - if you just sample x|x>=u and

Re: [Numpy-discussion] Conditional random variables

2011-07-05 Thread josef . pktd
On Tue, Jul 5, 2011 at 12:26 PM, Ted To wrote: > On 07/05/2011 11:07 AM, josef.p...@gmail.com wrote: >> For example sample x>=U and then sample y>=u-x. That's two univariate >> normal samples. > > Ah, that's what I was looking for!  Many thanks! just in case I wasn't clear, if x and y are correla

Re: [Numpy-discussion] Conditional random variables

2011-07-05 Thread Ted To
On 07/05/2011 11:07 AM, josef.p...@gmail.com wrote: > For example sample x>=U and then sample y>=u-x. That's two univariate > normal samples. Ah, that's what I was looking for! Many thanks! ___ NumPy-Discussion mailing list NumPy-Discussion@scipy.org ht

Re: [Numpy-discussion] Conditional random variables

2011-07-05 Thread josef . pktd
On Tue, Jul 5, 2011 at 10:33 AM, Ted To wrote: > On 07/05/2011 10:17 AM, josef.p...@gmail.com wrote: >> On Mon, Jul 4, 2011 at 10:13 PM, Ted To wrote: >>> Hi, >>> >>> Is there an easy way to make random draws from a conditional random >>> variable?  E.g., draw a random variable, x conditional on

Re: [Numpy-discussion] Conditional random variables

2011-07-05 Thread Ted To
On 07/05/2011 10:17 AM, josef.p...@gmail.com wrote: > On Mon, Jul 4, 2011 at 10:13 PM, Ted To wrote: >> Hi, >> >> Is there an easy way to make random draws from a conditional random >> variable? E.g., draw a random variable, x conditional on x>=\bar x. > > If you mean here truncated distribution

Re: [Numpy-discussion] Conditional random variables

2011-07-05 Thread josef . pktd
On Mon, Jul 4, 2011 at 10:13 PM, Ted To wrote: > Hi, > > Is there an easy way to make random draws from a conditional random > variable?  E.g., draw a random variable, x conditional on x>=\bar x. If you mean here truncated distribution, then I asked a similar question on the scipy user list a mon

[Numpy-discussion] Conditional random variables

2011-07-04 Thread Ted To
Hi, Is there an easy way to make random draws from a conditional random variable? E.g., draw a random variable, x conditional on x>=\bar x. Thank you, Ted To ___ NumPy-Discussion mailing list NumPy-Discussion@scipy.org http://mail.scipy.org/mailman/lis