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Generate Random Numbers With Custom PDF

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Generate Random Numbers With Custom PDF

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Arun Nair

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MATLAB Answers

Generate random numbers with custom PDF

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Michael

on 11 Jun 2012  Vote 2

Edited: Walter Roberson



on 10 Jun 2018

Hi, as it may become clear I'm fairly weak on probability distributions

I want to generate a set of random numbers between 0 and 1, but able to alter the weighting of these
numbers. For example if I could input some sort of "bias" parameter which determines the extent to
which the numbers tend to be closer to 0 than to 1, for example.

I don't know which of MATLAB's many distributions I should use. So far I've been using the uniform
distribution and taking it to the power N, but N=0.5 seems to give an entirely different PDF shape (in
favour of numbers close to 1) than the intended opposite bias, N=2 (in favour of numbers close to 0).
Squaring it seems to favour small numbers far more than sqrt-ing seems to favour large numbers, so
I've rejected this approach as unfair.

Is there a common distribution for this? Numbers have to be between 0 and 1 and I want to take control
of how close they are, on average, to either.

Thanks Mike

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Answers (4)

Image Analyst

  Vote 3  Link
on 10 May 2013

Tons of distributions are given here:

http://www.mathworks.com/matlabcentral/fileexchange/7309-randraw

In general, you basically compute the CDF of your PDF function and invert it. Go here for a
generally applicable explanation of how to do it:
http://en.wikipedia.org/wiki/Inverse_transform_sampling

 1 Comment
Martins Ezuma
on 10 Jun 2018 
Thanks

Pantelis Sopasakis
on 10 May 2013  Vote 1  Link

You may consider using this PDFSampler. I believe, it does exactly what you need. You just
need to specify how you want your samples to be distributed, e.g. you may provide their
histogram.

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Tom Lane

on 11 Jun 2012  Vote 0  Link

If you have the Statistics Toolbox, then take a look at the beta distribution. Use it with disttool
to see how the parameters affect the distribution, randtool to see what a random sample from
this distribution looks like, and betarnd to generate your own sample from the command line
or inside a function.

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Ka Mirul

on 14 Nov 2017  Vote 0  Link

Edited: Walter Roberson



on 10 Jun 2018

I have create a video about generating random number in MATLAB

https://www.youtube.com/watch?v=MyH3-ONYL_k

Hope that will help you

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