10.07.2015 Views

THE EGS5 CODE SYSTEM

THE EGS5 CODE SYSTEM

THE EGS5 CODE SYSTEM

SHOW MORE
SHOW LESS

Create successful ePaper yourself

Turn your PDF publications into a flip-book with our unique Google optimized e-Paper software.

so thatP r{ ˆx < x } = G(h(x)) = F (x) .This is the basis of the so called “direct method” of sampling ˆx in which we setF (x) = ζand solve for x. The x-values so chosen will have the distribution F .Another method involves evaluating a function of several variables using uniform random variablesfor arguments. Thus we letˆx = h(ˆζ 1 , . . . , ˆζn ) , (2.16)thenP r{ ˆx < x} = ∫ h( ⃗ ζ)

Hooray! Your file is uploaded and ready to be published.

Saved successfully!

Ooh no, something went wrong!