How can I make a custom random number distribution?

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Taneli Hautaniemi 2017-7-13

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回答： Ka Mirul 2017-11-14

Hi! How can I use the inverse transform sampling in MATLAB to set the distributions of my random numbers? I know that normally distributed randn is just rand with a Gaussian distribution, so the latter should somehow be replaced with a custom pdf to generate a new function randc to be used in similar manner than the others. I thank for your help in advance!

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James Tursa 2017-7-13

What is your custom pdf based on? A formula description? A set of data points that you want to fit a pdf to? Or ...?

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Answer 1

Image Analyst 2017-7-13

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rayleigh_random_distribution.m

You can do your own if you know the function and can get the CDF of the probability density function. You can then use inverse transform sampling. See Wikipedia: http://en.wikipedia.org/wiki/Inverse_transform_sampling

I attach an example for the Rayleigh distribution. Adapt as needed, for example to use an ad hoc, discrete distribution rather than an analytical one with a formula.

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Answer 2

Star Strider 2017-7-13

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In the Statistics and Machine Learning Toolbox, you can generate random numbers from any of the supported Continuous Distributions (link) or discrete or multivariate distributions (listed in the Contents panel on the left of the page).