select random number from an array with probabilities

69 次查看（过去 30 天）
Margherita Premoli
Margherita Premoli 2020-2-20
回答： Steven Lord 2023-10-4
I have an array of three element: S=[4 3.9 3.8] and I want to randomly select one of those three numbers. The probability of selecting 4 is 0.5, the probability of selecting 3.9 is 0.4 and the probability of selecting 3.8 is 0.1.
Can anyone help me please?
  1 个评论
Adam
Adam 2020-2-20
Off the top of my head and unverified because my Matlab is busy and I can't be bothered to start another one:
cumulativeProbs = cumsum( [0.5 0.4 0.1] );
S( find( rand > cumulativeProbs, 1 ) - 1 );

请先登录，再进行评论。

请先登录，再回答此问题。

回答（2 个）

Sky Sartorius
Sky Sartorius 2020-2-20
You can query the cumulative probabilities:
S = [4, 3.9, 3.8];
w = [0.5, 0.4, 0.1];
w = w/sum(w); % Make sure probabilites add up to 1.
cp = [0, cumsum(w)];
r = rand;
ind = find(r>cp, 1, 'last');
result = S(ind)
  5 个评论
显示 3更早的评论

请先登录，再进行评论。

Steven Lord
Steven Lord 2023-10-4
Ran in:
Another way to do this is to use the discretize function.
values=[4, 3.9, 3.8];
probabilities = [0.5, 0.4, 0.1];
Let's create the cumulative probability vector (and to account for roundoff, set the right-most edge to exactly 1.)
probabilityEdges = cumsum([0 probabilities])
probabilityEdges = 1×4
0 0.5000 0.9000 1.0000
probabilityEdges(end) = 1
probabilityEdges = 1×4
0 0.5000 0.9000 1.0000
Now generate random numbers between 0 and 1 and discretize those random numbers using the probability edges. Specify that you want the output of discretize to be elements from the values array rather than which probability bin they belong to by passing values into discretize as the third input argument.
x = rand(1, 1e5);
v = discretize(x, probabilityEdges, values);
% Elements in v are 4, 3.9, or 3.8 rather than 1, 2, or 3 respectively
Now to show that we received roughly the probability distribution given in the probabilities vector, using the values from the values variable to create the bin edges (with one additional edge to ensure the last bin contains only those values in v that are exactly 4, as if I didn't include 4.1 the last bin would have counted both elements of v equal to 4 and those equal to 3.9.) I subtracted 0.05 in this case to make each bin centered around the value in values rather than using those elements as the leftmost bin edge.
Let's also draw lines at the probabilities so we can see how close each bin is to the theoretical probability we requested. I'll increase the upper limit on the Y axis to make it easier to see the top of the tallest bin.
histogram(v, 'BinEdges', [sort(values) 4.1]-0.05, 'Normalization', 'probability')
yline(probabilities, ':')
ylim([0 0.55])
xticks(sort(values))
Those bars are in pretty good agreement with the probabilities from the probabilities variable.

类别

在 Help Center 和 File Exchange 中查找有关 Uniform Distribution (Continuous) 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