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Question: Sample a self-defined distribution

Question:Sample a self-defined distribution

Vitro Zhu 69 Maple
February 16 2009
0

It seems Maple's Sample command cannot handle self-defined distribution well. Check this:

restart:with(Statistics):
U := Distribution(PDF = (t->piecewise(t < 0, 0, t <3, 1/3, 0))); #just a uniform distribution
Z:=RandomVariable(U):
Sample(Z,100):

It runs for all the time and I gave up for 10 seconds. Instead, if I defined Z as Uniform(0,3), it can run immediately.
Of course. This is just a demonstration. I am working on the other very simple self-defined distribution. Now my workaround is to discretized it and use ProbabilityTable to create a discrete approximate. Anyway, Maple seems doing very "considerate contemplating" before really simulate on the self-defined distribution.
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