How to generate a random sequence with some specific probability

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Huiwen Wu
Huiwen Wu 2018-2-22
评论： Walter Roberson 2018-2-23
How to generate a random sequence with some specific probability except the randn for normal and rand for uniform distribution?

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回答（2 个）

Image Analyst
Image Analyst 2018-2-22
Here are a ton of them:
https://www.mathworks.com/matlabcentral/fileexchange/7309-randraw
Is the one you want in that list? If not, you'll have to use inverse transform sampling, like my attached example, and described here in Wikipedia.
Walter Roberson
Walter Roberson 2018-2-22
See https://www.mathworks.com/help/stats/probability-distributions-1.html
and in particular https://www.mathworks.com/help/stats/makedist.html and https://www.mathworks.com/help/stats/random.html
If you want to sample unequally from a specific list of values, then use randsample() and use the W (weight) parameter.
  2 个评论
Huiwen Wu
Huiwen Wu 2018-2-22
Thank you! Can I define a probability distribution by myself? Not the one in the list.
Walter Roberson
Walter Roberson 2018-2-23
See https://www.mathworks.com/help/stats/nonparametric-and-empirical-probability-distributions.html for functions to create empirical distributions from data.
Also https://www.mathworks.com/help/stats/custom-distributions.html says
"User-defined custom distributions, created using files and function handles, are supported by the Statistics and Machine Learning Toolbox™ functions pdf, cdf, icdf, and mle, and the Statistics and Machine Learning Toolbox Distribution Fitter app."

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