sampling from a distribution.
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I want to get random samples from a mixture distribution for monte carlo approach. What are some matlab function that can be used?
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Image Analyst
2013-7-12
I don't know what distributions you want, but you might try the rand() function. Or if you want a specific distribution, you might try RANDRAW: http://www.mathworks.com/matlabcentral/fileexchange/7309-randraw which has about 50 of them.
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Image Analyst
2013-7-13
In general you need to construct the CDF of your PDF and then put in a random number to get your random draw. See this for more info: http://en.wikipedia.org/wiki/Inverse_transform_sampling
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