random number from a data set with a specified error
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Hi All, I am trying to generate a set of random numbers from a given distribution. The randn option gives a set of values with a definite mean and standard deviation. However, my intention is to generate several sets of random numbers from a known set of data within a specified error. Please suggest. Atanu
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Geoff
on 14 Mar 2012
This question is open to interpretation.
What I think you have is a dataset X with known standard deviations S (a vector containing one deviation for each value in X), and you want to generate a whole bunch of pseudo-X datasets that are randomised the known distributions of X.
If that's the case, you can generate a single set as follows:
N = length(X);
pX = X + S .* randn(1,N);
Repeat as many times as you like.
The error will be normally distributed around each point in X by the known standard deviation at that point.
If you have an error rather than standard deviation, and want random noise within that range, you might do it with a linear distribution instead of normal (let's assume E is an absolute error value, so we're varying within X +/- E):
pX = X + (rand(1,N)*2-1) .* E;
-g-
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