How to simulate the random variable $Y$ using another random variable $X$?











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Let $X$ be the discrete uniform random variable on taking values in the set ${1,2,3,4,5}.$ We want to simulate the random variable $Y$ which is the discrete uniform random variable taking values in the set ${1,2,3,4,5,6,7}.$



Let generate_X() be a method which generates the numbers from $1$ to $5$ with uniform probability. My goal is to use this method to write a method generate_Y() which generates numbers $1-7$ with uniform probability.



I am not sure how I can 'stretch' the domain from $1-5$ to $1-7$. Any ideas will be much appreciated.










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    Let $X$ be the discrete uniform random variable on taking values in the set ${1,2,3,4,5}.$ We want to simulate the random variable $Y$ which is the discrete uniform random variable taking values in the set ${1,2,3,4,5,6,7}.$



    Let generate_X() be a method which generates the numbers from $1$ to $5$ with uniform probability. My goal is to use this method to write a method generate_Y() which generates numbers $1-7$ with uniform probability.



    I am not sure how I can 'stretch' the domain from $1-5$ to $1-7$. Any ideas will be much appreciated.










    share|cite|improve this question
























      up vote
      0
      down vote

      favorite









      up vote
      0
      down vote

      favorite











      Let $X$ be the discrete uniform random variable on taking values in the set ${1,2,3,4,5}.$ We want to simulate the random variable $Y$ which is the discrete uniform random variable taking values in the set ${1,2,3,4,5,6,7}.$



      Let generate_X() be a method which generates the numbers from $1$ to $5$ with uniform probability. My goal is to use this method to write a method generate_Y() which generates numbers $1-7$ with uniform probability.



      I am not sure how I can 'stretch' the domain from $1-5$ to $1-7$. Any ideas will be much appreciated.










      share|cite|improve this question













      Let $X$ be the discrete uniform random variable on taking values in the set ${1,2,3,4,5}.$ We want to simulate the random variable $Y$ which is the discrete uniform random variable taking values in the set ${1,2,3,4,5,6,7}.$



      Let generate_X() be a method which generates the numbers from $1$ to $5$ with uniform probability. My goal is to use this method to write a method generate_Y() which generates numbers $1-7$ with uniform probability.



      I am not sure how I can 'stretch' the domain from $1-5$ to $1-7$. Any ideas will be much appreciated.







      simulation






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      asked Nov 20 at 16:11









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          The standard way to do this is rejection sampling. You simply generate k samples of your "d5" such that you have more than 7 total possible outcomes. Now you pick some multiple of 7 of the total outcomes of your k d5 rolls to assign d7 values to. If you get a different outcome, then you restart.



          For example, with k=2, you roll two d5, you assign values to 21 of the 25 possible outcomes, giving each of the 7 possible d7 rolls 3 outcomes. You discard the other four possible outcomes: if you get those then you have to retry.



          Generalizing this to other situations (besides mapping a discrete uniform distribution into another discrete uniform distribution) requires a significantly different approach. One general approach is to use generate_X() to effectively generate independent Bernoulli(1/2) variables (using exactly this approach, but with a d7 replaced by a d2). Once you have a way to generate such a sequence, you can in principle define generate_Y() in great generality.






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            1 Answer
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            The standard way to do this is rejection sampling. You simply generate k samples of your "d5" such that you have more than 7 total possible outcomes. Now you pick some multiple of 7 of the total outcomes of your k d5 rolls to assign d7 values to. If you get a different outcome, then you restart.



            For example, with k=2, you roll two d5, you assign values to 21 of the 25 possible outcomes, giving each of the 7 possible d7 rolls 3 outcomes. You discard the other four possible outcomes: if you get those then you have to retry.



            Generalizing this to other situations (besides mapping a discrete uniform distribution into another discrete uniform distribution) requires a significantly different approach. One general approach is to use generate_X() to effectively generate independent Bernoulli(1/2) variables (using exactly this approach, but with a d7 replaced by a d2). Once you have a way to generate such a sequence, you can in principle define generate_Y() in great generality.






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              up vote
              1
              down vote













              The standard way to do this is rejection sampling. You simply generate k samples of your "d5" such that you have more than 7 total possible outcomes. Now you pick some multiple of 7 of the total outcomes of your k d5 rolls to assign d7 values to. If you get a different outcome, then you restart.



              For example, with k=2, you roll two d5, you assign values to 21 of the 25 possible outcomes, giving each of the 7 possible d7 rolls 3 outcomes. You discard the other four possible outcomes: if you get those then you have to retry.



              Generalizing this to other situations (besides mapping a discrete uniform distribution into another discrete uniform distribution) requires a significantly different approach. One general approach is to use generate_X() to effectively generate independent Bernoulli(1/2) variables (using exactly this approach, but with a d7 replaced by a d2). Once you have a way to generate such a sequence, you can in principle define generate_Y() in great generality.






              share|cite|improve this answer

























                up vote
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                down vote










                up vote
                1
                down vote









                The standard way to do this is rejection sampling. You simply generate k samples of your "d5" such that you have more than 7 total possible outcomes. Now you pick some multiple of 7 of the total outcomes of your k d5 rolls to assign d7 values to. If you get a different outcome, then you restart.



                For example, with k=2, you roll two d5, you assign values to 21 of the 25 possible outcomes, giving each of the 7 possible d7 rolls 3 outcomes. You discard the other four possible outcomes: if you get those then you have to retry.



                Generalizing this to other situations (besides mapping a discrete uniform distribution into another discrete uniform distribution) requires a significantly different approach. One general approach is to use generate_X() to effectively generate independent Bernoulli(1/2) variables (using exactly this approach, but with a d7 replaced by a d2). Once you have a way to generate such a sequence, you can in principle define generate_Y() in great generality.






                share|cite|improve this answer














                The standard way to do this is rejection sampling. You simply generate k samples of your "d5" such that you have more than 7 total possible outcomes. Now you pick some multiple of 7 of the total outcomes of your k d5 rolls to assign d7 values to. If you get a different outcome, then you restart.



                For example, with k=2, you roll two d5, you assign values to 21 of the 25 possible outcomes, giving each of the 7 possible d7 rolls 3 outcomes. You discard the other four possible outcomes: if you get those then you have to retry.



                Generalizing this to other situations (besides mapping a discrete uniform distribution into another discrete uniform distribution) requires a significantly different approach. One general approach is to use generate_X() to effectively generate independent Bernoulli(1/2) variables (using exactly this approach, but with a d7 replaced by a d2). Once you have a way to generate such a sequence, you can in principle define generate_Y() in great generality.







                share|cite|improve this answer














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                edited Nov 20 at 16:25

























                answered Nov 20 at 16:17









                Ian

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