How to resample continuous random variables based on a 2D probability density function

2018 9 23
1 个回答
更新时间：2018 9 26
5 次查看（30 天）

0 个投票

I have two-dimensional data and n number of data. I can have the Kernel density estimation of this data, how can I generate more data based on this distribution?

请先登录，再回答此问题。

回答（1 个）

Arun Mathamkode
Arun Mathamkode 2018-9-26

0 个投票

I believe the randsample function will be helpful to you. You can use the density estimate from the kernel density estimation as the weights in randsample. You can also use Metropolis-Hastings sample method ( mhsample ) but it may be more suited if you have an analytical expression of the pdf.

类别

在 帮助中心 和 File Exchange 中查找有关 Time Series 的更多信息

标签

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by