Random numbers from a user defined distribution

creturns the matrix of random numbers from user defined probability density distribution.

Description

RANDPDF returns the matrix of random numbers from probability density distribution defined in p and px. p are the density (the y axis) and px are the value (the x axis) of the pdf. p and px must be of the same length. dim define the output matrix dimensions, for example dim=[100 3] define the 100x3 two dimensional matrix with 300 random numbers.

REMEMBER: This is not a really random number generator but only some kind of transformation of uniformly distributed pseudorandom numbers to desired pdf!

• MATLAB release: MATLAB 7.1.0 (R14SP3)

[Jos (10584)]

Nice, but see

http://www.mathworks.com/matlabcentral/fileexchange/8891

and

http://www.mathworks.com/matlabcentral/fileexchange/14469

for other implementations

[Eugene]

 

[Jean-Luc Dellis]

I wanted to do it, you already did it... perfectly. TY.