Simple Rejection Sampling 1.0

Date Added: May 02, 2013 | Visits: 365

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SAMPLEDIST Sample from an arbitrary distribution sampleDist(f,M,N,b) retruns an array of size X of random values sampled from the distribution defined by the probability density function referred to by handle f, over the range b = [min, max]. M is the threshold value for the proposal distribution, such that f(x) < M for all x in b. sampleDist(...,true) also generates a histogram of the results with an overlay of the true pdf. Examples: %Sample from a step function over [0,1]: X = sampleDist(@(x)1.3*(x>=0&x=0.7&x

Requirements: No special requirements

Platforms: Matlab

Keyword: Examples, Expx, Generates, Histogram, Overlay, Proposal, Results, Sampledisttrue, Threshold

Users rating: 0/10

License: Shareware

Size: 10 KB

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