How to sample from a distribution?

2023 1 20
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How do you use randsample (or maybe something else?) to sample from a distribution? Can you define a non-standard distribution as long as you have the formula for the pdf?

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Star Strider
Star Strider 2023-1-20

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‘How do you use randsample (or maybe something else?) to sample from a distribution?‘
The random function can be used with known distributions.
‘Can you define a non-standard distribution as long as you have the formula for the pdf?’
Yes. See Nonparametric and Empirical Probability Distributions for an extensive discussion. The ecdf function can be used to define an empirical distibution. (Getting random numbers from it would likely require inverting its pdf first, and that could be something of a challenge, depending on the distribution.)
.

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L'O.G.
L'O.G. 2023-1-20
Thank you! Perhaps I should've combined my two questions: how can you sample from a non-standard distribution? The random function is used with known distributions, and although now I know ecdf lets me define an empirical distribution, I still don't know how to get random numbers from it (or another method).
Star Strider
Star Strider 2023-1-20
My pleasure!
I’m not certain either. As I mentioned, that may require inverting it, and while that can likely be done with interp1 easily enough, not efficiently. It likely depends on the distribution itself.
L'O.G.
L'O.G. 2023-1-20
Thank you! I'll ask a similar question separately, since I think it pertains to this question. Maybe you can help me with it.
Star Strider
Star Strider 2023-1-21
As always, my pleasure!
I will do my best!

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