Dataplot Vol 2 Vol 1

# INDEPENDENT UNIFORM RANDOM NUMBERS

Name:
INDEPENDENT UNIFORM RANDOM NUMBER
Type:
Let Subcommand
Purpose:
Generate random numbers from independent uniform distributions.
Description:
For univariate distributions, Dataplot generates random numbers using the common syntax

LET <shape-parameter> = <value>
LET Y = <dist> RANDOM NUMBERS FOR I = 1 1 N
LET Y = LOC + SCALE*Y

Multivariate distributions, however, generally require matrix operations. For this reason, random numbers for multivariate distributions each have their own unique syntax.

Currently, this command assumes that independent uniform random numbers are being generated. That is, there is no correlation between the variables. This command requires that you specify the lower and upper limits of each variable.

Syntax:
LET <mat> = INDEPENDENT UNIFORM RANDOM NUMBERS
<lowlim> <upplim> <n>
where <lowlim> is a variable containing the desired lower limits of the uniform distributions;
<upplim> is a variable containing the desired upper limits of the uniform distributions;
<n> is a number or parameter specifying the desired number of rows;
and where <mat> is a matrix where the resulting multivariate independent uniform random numbers are stored.

Dataplot determines the number of columns to generate from the number of rows in the <lowlim> vector. Note that the number of rows in <lowlim> must equal the number of rows in <upplim>

Examples:
LET LOWLIM = DATA -2 -2 -2 -2 -2
LET UPPLIM = DATA 2 2 2 2 2
LET N = 25
LET M = INDEPENDENT UNIFORM RANDOM NUMBERS LOWLIM UPPLIM N
Note:
Dataplot supports a number of different uniform random number generators. For details, enter

HELP SET RANDOM NUMBER GENERATOR
Default:
None
Synonyms:
None
Related Commands:
 RANDOM NUMBERS = Generate random numbers for 60+ univariate distributions. SET RANDOM NUMBER GENERATOR = Specify which univariate generator to use. MULTIVARIATE NORMAL RANDOM NUMBERS = Generate multivariate normal random numbers. MULTIVARIATE T RANDOM NUMBERS = Generate multivariate t random numbers. WISHART RANDOM NUMBERS = Generate random numbers for a Wishart distribution. DIRICHLET RANDOM NUMBERS = Generate random numbers for a Dirichlet distribution.
Reference:
"Continuous Multivariate Distributions Volume 1: Models and Applications", Johnson, Kotz, and Balakrishnan, Wiley, 2000.
Applications:
Simulation, Bayesian Analysis
Implementation Date:
2003/5
Program:
```
DIMENSION 100 COLUMNS
.
LET LOWLIM = DATA -1 -1
LET UPPLIM = DATA +1 +1
LET N = 1000
.
CHARACTER .
CHARACTER JUSTIFICATION LEBO
LINE BLANK
.
LET M = INDEPENDENT UNIFORM RANDOM NUMBERS LOWLIM UPPLIM N
.
PLOT M1 VS M2
```

Date created: 5/16/2003
Last updated: 5/16/2003