How to generate a random sequence with some specific probability

How to generate a random sequence with some specific probability except the randn for normal and rand for uniform distribution?

Answer 1

[Image Analyst]

Here are a ton of them:

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

Is the one you want in that list? If not, you'll have to use inverse transform sampling, like my attached example, and described here in Wikipedia.

Answer 2

[Walter Roberson]

See https://www.mathworks.com/help/stats/probability-distributions-1.html

and in particular https://www.mathworks.com/help/stats/makedist.html and https://www.mathworks.com/help/stats/random.html

If you want to sample unequally from a specific list of values, then use randsample() and use the W (weight) parameter.

[Huiwen Wu]

Thank you! Can I define a probability distribution by myself? Not the one in the list.

[Walter Roberson]

See https://www.mathworks.com/help/stats/nonparametric-and-empirical-probability-distributions.html for functions to create empirical distributions from data.

Also https://www.mathworks.com/help/stats/custom-distributions.html says

"User-defined custom distributions, created using files and function handles, are supported by the Statistics and Machine Learning Toolbox™ functions pdf, cdf, icdf, and mle, and the Statistics and Machine Learning Toolbox Distribution Fitter app."