Random Variable Generation

A collection of random variable generators

Description

This collection generates random variables and vectors of random variables with various distributions, including Bernoulli, geometric, exponential, Gaussian, Poisson, discrete uniform, and continuous uniform, based on the parameters you input to the function.

• MATLAB release: MATLAB 6.0 (R12)

[John Hitchcock]

i found this program to be simple but also very useful in many applications

[Rolf Bartstra]

- Although these routines may work well for occasional use, they become extremely
slow when generating large quantities or vectors of random numbers.
- The heading of the Gaussian routine states that "This function creates a Gaussian
random variable with mean 'a' and variance 'd'." , whereas in fact it creates a variable
with STANDARD DEVIATION 'd'.

[Jan Reinhard]

Function RANDGAUSS(a,d,n) could be a considerable useful than it is now - it is equivalent to NORMRND at the moment. Using multidimensional Gaussians with Covariance Matrices would be a GREAT contribution.

[Lina Chang]

Thanks for putting together this collection.

[Marco Bocchini]

I appreciate the possibility to get random numbers between user-selected range.

[komkrit koechway]

 

[sriram venkataramanan]

 

[ugur zengin]

 

[sarah stoicanescu]

 

[Rajesh T]

 

[Frederico B]

There is a mistake in the RANDUNIFC(a,b,n) function. To compute a vector n of n random variables, you need to change the line (only the part when narg==3):
out = a + (b-a) * rand;
CHANGE TO
out = a + (b-a) * randvec;

[raza alshah]

do u have idea to solve integral from 0 to inf in matlab. Kindly help me Thanks

[morteza ziaee]

 

[Trent Russi]

Nice number generators. Be careful of your terminology. These are random number generators, not random variable generators. Random numbers are simply instances of random variable. Your functions provide an instance of a random variable with a certain distribution. Great job though. Nice and clean and simple.

[Jay Patel]

 

[venkat san]

student

[Ali User]

 

[Dorra]

 

[Rainer]

Poisson noise generator "randpois" is VERY slow !!