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From: "wang wang" <pligly@gmail.com>
Newsgroups: comp.soft-sys.matlab
Subject: Re: random sample
Date: Fri, 13 Jun 2008 09:14:02 +0000 (UTC)
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ImageAnalyst <imageanalyst@mailinator.com> wrote in 
message <0552cab7-b53e-4473-ad6a-
02413d924362@27g2000hsf.googlegroups.com>...
> On Jun 12, 5:07=A0am, "wang wang" <pli...@gmail.com> 
wrote:
> > Hi,everyone~How to generate a random sample from a
> > specific density function using matlab?
> -----------------------------------------------------
> Short answer: construct the cumulative distribution 
function of your
> desired distribution y=3Dcdf(x).  Then "invert" it to 
get x=3D"cdf-1"(y),
> then plug in a y gotten from the rand() function to get 
an x that
> would be as if it were generated from your desired pdf.

Thank you imageanalyst.But I really don't understand the 
method. I am a beginner,would you mind giving me some 
suggestion about the references or papers about this 
method?