Continuous laplacian random variable
显示 更早的评论
I want to plot the outcomes of a Laplacian random Variable when i have the type : A>=sqrt(sigma^2/2)*ln(1/0.01) with sigma=1.I understand what i need to plot but i can not understand that how can I present discrete values for 50 trials ..?Could anyone suggest me how can I do it ?
Thanks!
采纳的回答
Tom Lane
2013-5-30
Take a look at this:
sigma = 1;
p = rand(10000,1);
A=sqrt(sigma^2/2)*log(1./p);
hist(A,100)
I'm not sure if it's what you want. It uses random P in place of the 0.1 value from your expression. Otherwise it uses that expression to generate random numbers, and makes a histogram of them. Notice that I use "./" to perform division on every element of P.
Perhaps you can figure out how to present the result of 50 trials by looking at this.
8 个评论
John Agkali
2013-5-31
编辑：John Agkali
2013-5-31
Tom Lane
2013-5-31
sigma = 1;
p = rand(50,1);
A=sign(rand(50,1)-.5).*sqrt(sigma^2/2).*log(1./p);
stem(A)
Here I'm conjecturing that the distribution you want is described by the formula for A, but with a random sign and with 0.1 replaced by a uniform random number. The formula you give for A is just a single numeric value. It is described as the clipping level in the image you provided.
I encourage you to think about this code fragment, understand it, and make sure it's what you want. You should be able to superimpose +/- the clipping level if you need to do that.
John Agkali
2013-6-2
Tom Lane
2013-6-3
As I understand it, the Laplace distribution is the so-called double exponential distribution. If X has a Laplace distribution then, with probability 1/2 of each, either X or -X has an exponential distribution.
So, sign(rand(...)-.5) is either +1 or -1, each with probability 1/2.
John Agkali
2013-6-4
Tom Lane
2013-6-5
You need to find some way to get either a positive or a negative sign. This is one way. It produces the result +1 when its input is positive, and -1 when its input is negative.
John Agkali
2013-6-8
Tom Lane
2013-6-9
The image you posted showed each trial as a dot, plotted with a line connecting it to zero. That works fine with the 50 or so trials you have.
I had lots of trials so I made a histogram. It counts the number of trials in each of several bins, and draws a bar of that height. So the heights of the bars give a picture of the distribution of points across bins. It may be this is not important for what you are trying to do.
更多回答（0 个）
类别
在 帮助中心 和 File Exchange 中查找有关 Uniform Distribution (Continuous) 的更多信息
2013-5-29
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!
Translated by 
