How to generate samples from a modified exponential density?

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Cuong
Cuong 2014-6-9
评论： Star Strider 2014-6-9
Hi everyone, The standard form of an exponential density is f(x|lambda)= lambda*exp(-x/lambda) if x>=0 and f(x|lambda)=0 if x<0.
I want to generate samples from the following density f(x|lambda, b)= lambda*exp(-(x-b)/lambda) if x>b and f(x|lambda,b)=0 if x<=b. Where b is a user-specified parameter.
Can anyone here suggest me how to do this ?
Best regards,

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Star Strider
Star Strider 2014-6-9
This works:
lambda = 0.1;
m = 1;
n = 100;
expshft = @(b,lambda,x) (x>=b) .* lambda.*exp(-max(0, (x-b))./(b+lambda));
x = 25*rand(m,n);
R2 = expshft(10,lambda,x);
figure(1)
plot(x, R2,'*b')
grid
The actual function is ‘expshift’. The rest is demonstration code to show how it works.

更多回答（1 个）

Shashank Prasanna
编辑：Shashank Prasanna 2014-6-9
You can generate uniform random numbers using the rand function and apply it to your modified density function.
You can create functions this way: http://www.mathworks.com/help/matlab/ref/function.html

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