generate random number GG distribution in matlab

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Sunny Kumar 2012-4-21

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https://ww2.mathworks.cn/matlabcentral/answers/36134-generate-random-number-gg-distribution-in-matlab

I want to know how to generate random samples set obeying a zero-mean unity-variance Generalized Gaussian density from the standard random generator. Thank you in advance.

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bym 2012-4-21

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r = randn(100,1) % 100 samples

r = randn(100,1), This will generate random numbers which is normally distributed. But, I want generate in random numbers with μ = 0 and σ = 1, in case of generalised Gaussian density with parameters p(x;μ,υ,σ), whose pdf is given by

p(x;μ,υ,σ)= (υ*η(υ,σ))/(2Γ(1/υ))*exp{ -[η(υ,σ)*|x-μ| ]^υ }

and η(υ,σ)= 1/σ*[(Γ(3/υ))/(Γ(1/υ))]^(1/2)

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