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Random numbers from a user defined distribution

version 1.0.0.0 (2.15 KB) by Adam Nieslony
creturns the matrix of random numbers from user defined probability density distribution.

28 Downloads

Updated 02 Dec 2009

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RANDPDF returns the matrix of random numbers from probability density distribution defined in p and px. p are the density (the y axis) and px are the value (the x axis) of the pdf. p and px must be of the same length. dim define the output matrix dimensions, for example dim=[100 3] define the 100x3 two dimensional matrix with 300 random numbers.

REMEMBER: This is not a really random number generator but only some kind of transformation of uniformly distributed pseudorandom numbers to desired pdf!

Cite As

Adam Nieslony (2019). Random numbers from a user defined distribution (https://www.mathworks.com/matlabcentral/fileexchange/26003-random-numbers-from-a-user-defined-distribution), MATLAB Central File Exchange. Retrieved .

Comments and Ratings (16)

Derrick Gao

thank you !!!!!!!!!!!!!!!!!!!

Thank you for your work!

Pan Tang

Mukund

Can you please modify code to suit for multivariate distributions

Scott

Way faster than my home-brew. Thanks!

Fei Ren

Work well for my 1D pdf.

simple, but do the job!

I wanted to do it, you already did it... perfectly. TY.

Eugene

MATLAB Release Compatibility
Created with R14SP3
Compatible with any release
Platform Compatibility
Windows macOS Linux
Acknowledgements

Inspired: randpdf2(x, y, p, m)