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Random Number from Empirical Distribution 1.0

  Date Added: July 02, 2013  |  Visits: 240

Random Number from Empirical Distribution

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EMPRAND generates random numbers from empirical distribution of data. This is useful when you do not know the distribution type (i.e. normal or uniform), but you have the data and you want to generate random numbers form that data.The idea is to first construct cumulative distribution function (cdf) from the given data. Then generate uniform random number and interpolate from cdf.USAGE:[xr] = emprand(dist) generates single random number from given vector of data values dist.[xr] = emprand(dist,m) generates m by m matrix of random numbers.[xr] = emprand(dist,m,n) generates m by n matrix of random numbers.Examples:% Generate 1000 random normal numbers as data for EMPRANDdist = randn(1000,1);% Now generate 2000 random numbers from this dataxr = emprand(dist,2000,1);

Requirements: No special requirements
Platforms: Matlab
Keyword: Empranddist Empranddistm Interpolate Matrix Randn Single Usage Values Vector
Users rating: 0/10

License: Shareware Size: 10 KB
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