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Generate random numbers with custom PDF

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Michael on 11 Jun 2012

Edited: Walter Roberson  on 10 Jun 2018 •
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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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Tom Lane  on 11 Jun 2012

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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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Pantelis Sopasakis on 10 May 2013

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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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Image Analyst  on 10 May 2013

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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
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Martins Ezuma on 10 Jun 2018

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Thanks

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Ka Mirul on 14 Nov 2017

Edited: Walter Roberson  on 10 Jun 2018 •
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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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