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How can I generate random numbers given its probability distribution function.

Asked by Arnav Mohan on 19 Jul 2013

How can I generate random numbers given its probability distribution function. I have my cdf as (Fx - Fx^n/n)*(n/(n-1)) where Fx is the cdf of an exponential RV.

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Arnav Mohan

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Answer by Sean de Wolski on 19 Jul 2013

slicesample in the Statistics Toolbox will do this:

doc slicesample

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Sean de Wolski

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