Generate a random number with specific probability density function

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ricard molins on 7 Apr 2015

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Commented: Torsten on 8 Apr 2015

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

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Sean de Wolski on 7 Apr 2015

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slicesample will do this for you.

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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 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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