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sampling from a distribution.

Asked by sepideh

sepideh (view profile)

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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sepideh

sepideh (view profile)

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1 Answer

Answer by Image Analyst

Image Analyst (view profile)

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.

2 Comments

sepideh

sepideh (view profile)

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

Image Analyst (view profile)

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

Image Analyst

Image Analyst (view profile)

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