How to generate random multidimensional samples using a custom multidimensional probability distribution?

2017 7 26
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更新时间：2017 7 28
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Is there any matlab function that can generate multidimensional samples using a custom multidimensional probability distribution function? I want to generate multidimensional samples using a custom multidimensional PDF. For example, I have a custom made PDF: P(A) where A = {a1,a2,a3,...}; in other word the PDF is P(a1,a2,a3,...). I want to generate samples {A1,A2,A3,..} from P(A) where A1 = {a11,a12,a13,...}; A2 = {a21,a22,a23,...}; A3 = {a31,a32,a33,...}; ...

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You can look into these functions to create n-dimensional random values based on a probability distribution:
random
mvnrnd

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Thank you for your answer. However, if I understand it correctly, mvrnd uses normal distribution to generate the random number and random is only support the pdf available in distribution toolbox. On the other hand, I want to use my own custom pdf. Do I misunderstood the mvrnd and random function?

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