MATLAB: How to generate power-law random numbers

matlab functionpower lawprobability distributionsrandom number generator

Hi, I'm confused in generating power law random numbers. Now I'm using the following code for generating power law random numbers:

        k = rand;
        power_law = k^(1/-(alpha+1)); where 0 < alpha < 2.

I don't know if I'm following the correct way or not. Kindly help me.

Best Answer

What is the probability density function for the power law distribution you use ?

p(x)=(alpha-1)*x^(-alpha)

In this case, use

k=rand ;
power_law = (1-k)^(1/(-alpha+1))

Best wishes

Torsten.

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I am not sure if I understand your question correctly. I guess once you get P, then you would like to choose its elements randomly, right? If so, you can use the following code:

alpha = 1; beta = 1; % replace by your desired values
for k = 0:7
    fun = @(lambda) (lambda.^k).*(exp(-1.*lambda)).* gampdf(lambda,alpha,beta)./factorial(k);
    P(k+1) = integral(fun,0,Inf);
end
out = datasample(P,1) % 1 observation, replace 1 by higher value for more observations

This will be uniformly random. If you are interested then you may use:

out = P(randperm(numel(P),1))

Best Answer

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