http://www.mathworks.com/matlabcentral/newsreader/view_thread/246442 Feed for thread: performing monte-carlo integration en-us &copy;1994-2012 by MathWorks, Inc. webmaster@mathworks.com MATLAB Central Newsreader http://blogs.law.harvard.edu/tech/rss 60 http://www.mathworks.com/images/membrane_icon.gif Wed, 11 Mar 2009 18:55:03 -0400 http://www.mathworks.com/matlabcentral/newsreader/view_thread/246442#634134 Pete sherer Hi,<br> <br> I have an empirical joint density function of a 2 variates (X1 and X2). Also I have another function that is a function of x1 and x2. I can do the numerical integration to convolve the 2 types of information. My question is that<br> Are there ways to simulate joint realizations of X1 and X2 following the empirical density function? <br> <br> Thank you for any hints you provide in advance.<br> Pete Wed, 11 Mar 2009 20:14:35 -0400 http://www.mathworks.com/matlabcentral/newsreader/view_thread/246442#634152 Peter Perkins Pete sherer wrote:<br> <br> &gt; I have an empirical joint density function of a 2 variates (X1 and X2). Also I have another function that is a function of x1 and x2. I can do the numerical integration to convolve the 2 types of information. My question is that<br> &gt; Are there ways to simulate joint realizations of X1 and X2 following the empirical density function? <br> <br> You haven't said what kind of empirical density estimate you have. The answer might be, "resample from your data", or it might be "resample from your data and add some bivariate normal noise", or it might be something else, depending on what you have.<br> <br> Hope this helps.