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Easy question with probability

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Steven
Steven on 7 Dec 2011
Answered: Roger Stafford on 18 Mar 2017
Hi,
Let's say
P = [0.1 0.3 0.4 0.2]
X = [1 2 3 4]
where P(n) is the probability to select the X(n) element. I wish to make a function that select an "random" element of X according to its probability, like
f = myfun(P,X)
>> f = 2
thx a lot

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Accepted Answer

Andrei Bobrov
Andrei Bobrov on 7 Dec 2011
function F = myfun(P,X)
x = cumsum([0 P(:).'/sum(P(:))]);
x(end) = 1e3*eps + x(end);
[a a] = histc(rand,x);
F = X(a);

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Andrei Bobrov
Andrei Bobrov on 7 Dec 2011
My typo! Corrected.
Oleg Komarov
Oleg Komarov on 7 Dec 2011
Andrei's function should read:
function F = myfun(P,X)
p = cumsum([0; P(1:end-1).'; 1+1e3*eps]);
[a a] = histc(rand,p);
F = X(a);
Jyotshna Ramashire
Jyotshna Ramashire on 18 Mar 2017
can you please explain the codes?

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More Answers (1)

Roger Stafford
Roger Stafford on 18 Mar 2017
Also a little late, this also works:
C = cumsum(P);
f = X(1+sum(C(end)*rand>C));

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