Simulation of Random Variables - Numerical Method

Versione 1.0.0.0 (3,19 KB) da Yiming Huang
Simulation of random variables using inverse method and acceptance-rejection method.
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Aggiornato 24 feb 2016

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This file contains various functions that generate random variables using two methods: inverse method and acceptance-rejection method.
Random variables from following distributions are included:
Continuous uniform distribution;
Exponential distribution;
Standard normal distribution;
Poisson distribution;
Generalized Pareto distribution;
Bernoulli distribution;
Binomial distribution;
Beta distribution;
Gamma distribution;
Discrete geometric distribution;
A specified discrete distribution.

Cita come

Yiming Huang (2025). Simulation of Random Variables - Numerical Method (https://it.mathworks.com/matlabcentral/fileexchange/55631-simulation-of-random-variables-numerical-method), MATLAB Central File Exchange. Recuperato .

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Creato con R2015b
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Simulation_RV/

Versione Pubblicato Note della release
1.0.0.0