Simulation of Random Variables - Numerical Method

Simulation of random variables using inverse method and acceptance-rejection method.

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This file contains various functions that generate random variables using two methods: inverse method and acceptance-rejection method.
Random variables from following distributions are included:
Continuous uniform distribution;
Exponential distribution;
Standard normal distribution;
Poisson distribution;
Generalized Pareto distribution;
Bernoulli distribution;
Binomial distribution;
Beta distribution;
Gamma distribution;
Discrete geometric distribution;
A specified discrete distribution.

Cite As

Yiming Huang (2026). Simulation of Random Variables - Numerical Method (https://www.mathworks.com/matlabcentral/fileexchange/55631-simulation-of-random-variables-numerical-method), MATLAB Central File Exchange. Retrieved .

Categories

Find more on Random Number Generation in Help Center and MATLAB Answers

General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
Version Published Release Notes Action
1.0.0.0