generate data from arbitrary probability random function

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hamidreza hamidi
hamidreza hamidi 2018-12-17
评论： Torsten 2019-1-2
HI,
I Have a arbitrary probility function and I want to generate data according to this function
my function is:
f=7.6*exp(-2.1*x)+1.6*exp(-1.8*x)*cos(2.2*x+1.3)+9.4*exp(-2.04*x)*cos(x-2.6)
how can I generate data from this probability density function?
if I generate this data I would like to plot histogram of the generated data.
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回答（1 个）

Torsten
Torsten 2018-12-17
编辑：Torsten 2018-12-17
n = 1000;
ur = zeros(n,1);
u = rand(n,1);
f = @(x)7.6*exp(-2.1*x)+1.6*exp(-1.8*x).*cos(2.2*x+1.3)+9.4*exp(-2.04*x).*cos(x-2.6);
for i = 1:numel(u)
fun = @(x)integral(f,0,x)-u(i);
ur(i) = fzero(fun,0.5);
end
histogram(ur)
  2 个评论
hamidreza hamidi
hamidreza hamidi 2018-12-22
can I have an interval? for example data with x between 0 and 10?
Torsten
Torsten 2019-1-2
Adapt your probability function such that the integral from 0 to 10 equals 1 (e.g by dividing f(x) by integral_{0}^{10} f(x) dx).
Then the above method will produce random numbers between 0 and 10.
Best wishes
Torsten.

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