How to generate random sample from a specific PDF?
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Hello, I've obtained a distribution of a random variable "kc". The PDF is in the form of two vectors (kc, phi_kc), so we don't have the explicit formula. Now I have to generate random sample from that PDF to re-inject into my system. I tried to search around but haven't found a good answer to my problem. I'll appriciate every help. Best regards.
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the cyclist
2012-3-30
3 个投票
Is the phi_kc vector a discrete PDF, such that it specifies the probabilities of kc and sums to 1? If so, then if you have the Statistics Toolbox you can use the randsample() function to generate values from the distribution phi_kc. In particular, see the last example in "doc randsample", also available here: http://www.mathworks.com/help/toolbox/stats/randsample.html
If not, maybe you can give a bit more details about what phi_kc represents?
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