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From: pnachtwey on 12 Feb 2010 16:08
On Feb 11, 1:33 pm, dave y. <nos...(a)myhouse.com> wrote:
> On Tue, 9 Feb 2010 17:03:56 -0800 (PST), pnachtwey
>
>
>
>
>
> <pnacht...(a)gmail.com> wrote:
> >Does anybody have a good way of simulating sample jitter?
> >I want to beef up my simulations.  Normal distribution isn't good
> >enough because the distribution isn't skewed and it doesn't allow one
> >to have a zero probability at 0 and almost 0 at some point in the
> >future like 25 microseconds and then be able to adjust the where the
> >peak probability is in between like at 6 microseconds.
>
> >Gamma or Beta distributions may work but they required a whole lot of
> >calculations which slow down a simulation.  Also they are hard to
> >scale.
>
> >I have seen articles on the topic not specifically about the
> >simulation function used, at least not good ones.
>
> >Peter Nachtwey
>
> You might consider the Weibull distribution. It's quite simple, being
> defined by an exponential function, it's one sided, and it has a
> 'slope' parameter that yields a variety of distribution shapes.  
>
> dave y.
I like it. The best part is that the inverse cumulative distribution
function is easy to implement and shouldn't take too much time and
scale parameter makes it easy to adjust the where the peak probability
occurs.
http://en.wikipedia.org/wiki/Weibull_distribution

Peter Nachtwey

From: rickman on 12 Feb 2010 23:33
On Feb 10, 10:50 pm, pnachtwey <pnacht...(a)gmail.com> wrote:
>
> I agree that the distribution may be multi modal but like Tim said I
> don't to slow down my simulation too much.
>
> Peter Nachtwey


Hmmm... so you prefer to have a fast simulation of a questionable
distribution than a slower simulation of a more realistic
distribution...

Can I ask what you plan to do with this simulation? Can you explain
what you are trying to understand from your simulations? That may
make it more clear how much of a compromise you can safely make.

Rick
From: pnachtwey on 13 Feb 2010 12:10
On Feb 12, 8:33 pm, rickman <gnu...(a)gmail.com> wrote:
> On Feb 10, 10:50 pm, pnachtwey <pnacht...(a)gmail.com> wrote:
>
> > I agree that the distribution may be multi modal but like Tim said I
> > don't to slow down my simulation too much.
>
> > Peter Nachtwey
>
> Hmmm...  so you prefer to have a fast simulation of a questionable
> distribution than a slower simulation of a more realistic
> distribution...
>
> Can I ask what you plan to do with this simulation?  Can you explain
> what you are trying to understand from your simulations?  That may
> make it more clear how much of a compromise you can safely make.
>
> Rick
I/we have two uses. I want to use if for simulating sample jitter.
Another person has said it would be interesting do see the effects of
delay between the sample time and the output time.

As far as being realistic I would say none are realistic. The executed
code changes the distribution changes. I have used this information is
the past is to estimate a measurement error covariance for Kalman
filters.

I think this deserves another thread. A poll.

Peter Nachtwey






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