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sampling from a distribution.

Asked by sepideh on 12 Jul 2013

I want to get random samples from a mixture distribution for monte carlo approach. What are some matlab function that can be used?

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Answer by Image Analyst on 12 Jul 2013

I don't know what distributions you want, but you might try the rand() function. Or if you want a specific distribution, you might try RANDRAW: http://www.mathworks.com/matlabcentral/fileexchange/7309-randraw which has about 50 of them.

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sepideh on 13 Jul 2013

Thanks, The distribution is a mixture of gamma and generalized normal distribution in which case i need a function that gets my distribution from an m file and randomly selects from it.

Image Analyst on 13 Jul 2013

In general you need to construct the CDF of your PDF and then put in a random number to get your random draw. See this for more info: http://en.wikipedia.org/wiki/Inverse_transform_sampling

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