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Generate a random number with specific probability density function

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I'm trying to generate a random number with a given PDF. I have the PDF stored as :
  • X: with the possible values
  • Y: with the density
plot(X,Y) displays the PDF
I've tried to use fitdist and makedist but I'm not able to convert it into a PDF object or anything usable.
Thanks you in advance

Answers (1)

Sean de Wolski
Sean de Wolski on 7 Apr 2015
slicesample will do this for you.
  2 Comments
ricard molins
ricard molins on 8 Apr 2015
It may be that I'm pretty new to Matlab but I'm not able to figure out how to use slicesample with the data I have. As I can see slicesample needs a function from the pdf and I have the "sampled" pdf not a function that defines it.
Torsten
Torsten on 8 Apr 2015
Given x, interpolate the density y(x) from your data vector Y.
This will give you a Kind of "function" y(x).
Best wishes
Torsten.

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