You can do this quite easily using unique and accumarray. In fact solving this kind of problem is exactly what accumarray is intended for:
>> A = [6,3,8,5,3,9,8,5,6,5;0.01,0.02,0.03,0.01,0.01,0.03,0.02,0.02,0.02,0.03];
>> [B,~,idx] = unique(A(1,:));
>> [B.',accumarray(idx(:),A(2,:))]
ans =
3 0.03
5 0.06
6 0.03
8 0.05
9 0.03
If you have a newer MATLAB version you can use the 'stable' option as well, which might give you the output order you want:
>> [B,~,idx] = unique(A(1,:),'stable');
>> [B.',accumarray(idx(:),A(2,:))]
ans =
6 0.03
3 0.03
8 0.05
5 0.06
9 0.03