Rejection sampling on uniform distribution?
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How can I use matlab to perform rejection sampling on a uniform distribution using rand, to pick 20% of samples in the range 0 to 0.2 and the other 80% between 0.2 and 1?
回答（1 个）
Image Analyst
2018-2-18
Try this:
numPoints = 1000 % Total number of points to save.
numLow = 1;
numHigh = 1;
% Start collecting elements using acceptance if in range,
% and rejection if out of range.
for k = 1 : 10000000 % enough to make sure we will collect at least numPoints elements.
r = rand();
% Save the number if it's in the low range.
if r <= 0.2 && numLow <= 0.20 * numPoints
% In range. Store/save the number.
lowKeepers(numLow) = r;
numLow = numLow + 1;
else
% Not in range so reject/ignore it.
end
% Save the number if it's in the high range.
if r >= 0.8 && numHigh <= 0.80 * numPoints
% In range. Store/save the number.
highKeepers(numHigh) = r;
numHigh = numHigh + 1;
else
% Not in range so reject/ignore it.
end
end
2 个评论
matlabkid602
2018-2-18
Image Analyst
2018-2-18
Sorry, make this change:
if r >= 0.2 && numHigh <= 0.80 * numPoints
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2018-2-18
2018-2-18
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