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Subject: Re: Generation of random number from Define probability
Date: Thu, 19 Feb 2009 06:52:02 +0000 (UTC)
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"Roger Stafford" <ellieandrogerxyzzy@mindspring.com.invalid> wrote in message 

Please forgive me if this is totally wrong, (I admit I hated probability and statistics back in college) but why wouldn't something simple like this work:

p = [.679 .179 .129 .013]'; p = p/sum(p); % They must have a sum of one
n = 20000000;
[ps,idx] = sort(p);
ps = cumsum(ps);
x = rand(n,1);
E = x;
E(x<=ps(1)) = idx(1);
for ii = 2:length(p)  
   E(x>=ps(ii-1) & x<=ps(ii) ) = idx(ii); 
end

It seems pretty fast for large n, and I don't see the reason why this wouldn't work.




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