MATLAB: How to generate random number from cumulative distribution function (CDF) in Matlab

distributionrandom number generator

Hi everyone,

Similar to R program, I'm looking for a code in Matlab that I can generate a set of random number with a specific mean (M) and standard deviation (sd).

R code to generate random number with normal distribution from CDF:

> pnorm(1.96, mean=0, sd=1)
[1] 0.9750021

Best Answer

For the more general case of an arbitrary CDF , you have to use inverse transform sampling. Attached is an example for generating a Rayleigh transform.

Related Solutions

MATLAB: Hi – please what is the difference between normrnd and randn

1. what is the difference between normrnd and randn?

doc normrnd
 r = normrnd(mu,sigma) generates a random number from the normal distribution with mean
 parameter mu and standard deviation parameter sigma.
doc randn
 X = randn returns a random scalar drawn from the standard normal distribution.

"Standard normal distribution" is a mean of 0.0 and a standard deviation of 1.0 . This means:

normrnd(mu, sigma) = randn * sigma + mu

2. How to use normrnd to generate random numbers from normal distribution with specific mean and variance ?

Simply by calling: normrnd(mu, sigma)

Remember that normrnd uses the standard deviation, which is the square root of the variance.

Do you know the doc and help commands? You find the documentation of the current Matlab version online also: https://www.mathworks.com/help/index.html

MATLAB: How to obtain samples from a normal distribution (Gaussian) where the distribution has a chosen mean and variance

You can transform the random numbers returned by RANDN, which are normally distributed with mean 0 and variance 1, to have whatever mean and variance you desire. If your desired mean is MU and your desired variance is VAR, the following code can be used to return a normally distributed random number with mean MU and variance VAR:

randn*sqrt(VAR)+MU

Alternately, if you have the Statistics Toolbox you can use the function NORMRND to generate this data. The Statistics Toolbox also contains functions for generating random numbers from other distributions, such as the Poisson, Binomial, or Exponential distributions. You can read more about the random number generation capabilities of the Statistics Toolbox here:

https://www.mathworks.com/products/statistics.html

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Related Solutions

MATLAB: Hi – please what is the difference between normrnd and randn

MATLAB: How to obtain samples from a normal distribution (Gaussian) where the distribution has a chosen mean and variance

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