Simulation of Random Variables - Numerical Method

Simulation of random variables using inverse method and acceptance-rejection method.
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Updated 24 Feb 2016

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This file contains various functions that generate random variables using two methods: inverse method and acceptance-rejection method.
Random variables from following distributions are included:
Continuous uniform distribution;
Exponential distribution;
Standard normal distribution;
Poisson distribution;
Generalized Pareto distribution;
Bernoulli distribution;
Binomial distribution;
Beta distribution;
Gamma distribution;
Discrete geometric distribution;
A specified discrete distribution.

Cite As

Yiming Huang (2024). Simulation of Random Variables - Numerical Method (https://www.mathworks.com/matlabcentral/fileexchange/55631-simulation-of-random-variables-numerical-method), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2015b
Compatible with any release
Platform Compatibility
Windows macOS Linux
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Version Published Release Notes
1.0.0.0