sampling from a distribution.

2013 7 12
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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
Image Analyst 2013-7-12

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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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sepideh
sepideh 2013-7-13
Thanks, The distribution is a mixture of gamma and generalized normal distribution in which case i need a function that gets my distribution from an m file and randomly selects from it.
Image Analyst
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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sepideh
sepideh
2013-7-12

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