How can I create a new probability distribution function that is not defined on matlab?

I need to define a new probability distribution function F(r)=r/R where R is a constant.

Answer 1

[Image Analyst]

Use Inverse Transform Sampling: https://en.wikipedia.org/wiki/Inverse_transform_sampling

I attach an example for the Rayleigh distribution.

You might see if your desired transform is in RANDRAW: http://www.mathworks.com/matlabcentral/fileexchange/7309-randraw