How to generate numbers from probability mass function?
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Clarisha Nijman
il 9 Ott 2018
Risposto: PARTHEEBAN R
il 22 Mag 2021
Hallo,
Given a probability mass function defined as P(X=3)=0.2, P(X=7)=0.3 and P(X=10)=0.5, I want to generate randomly 30 numbers (values for X) with this probability mass function as base. But I really have no idea how and where to start.
Can somebody help me?
Thank you in advance
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Torsten
il 9 Ott 2018
Modificato: Torsten
il 9 Ott 2018
n = 30;
X = zeros(n,1);
x = rand(n,1);
X(x <= 0.5) = 10;
X(x > 0.5 & x <= 0.8) = 7;
X(x > 0.8) = 3;
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Torsten
il 10 Ott 2018
For an explanation, see
https://stats.stackexchange.com/questions/26858/how-to-generate-numbers-based-on-an-arbitrary-discrete-distribution
Più risposte (3)
Bruno Luong
il 9 Ott 2018
A more generic method:
p = [0.2 0.3 0.5];
v = [3 7 10];
n = 10000;
c = cumsum([0,p(:).']);
c = c/c(end); % make sur the cumulative is 1
[~,i] = histc(rand(1,n),c);
r = v(i); % map to v values
Jeff Miller
il 20 Ott 2018
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Jeff Miller
il 20 Ott 2018
Did you download the Cupid files (see the link in my answer)? These define the List class (which handles the cumulative distribution behind the scene). Do the other Cupid demos run correctly?
Well, Cupid may be overkill for your problem, but it does have a lot of flexibility.
PARTHEEBAN R
il 22 Mag 2021
A random variable X has cdf F(x) = { 0 , if x < − 1 a(1 + x ) , if − 1 < < 1 1 , if x ≥ 1 . Find (1) the value of a, (2) P(X > 1/4 ) and P ( − 0 . 5 ≤ X ≤ 0 ) .
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