dimanche 6 mars 2016

Generate random values given a pdf

I have to generate random values according to a determined pdf function (a truncated laplacian):

enter image description here

    Sigma_Phi = 1;
B = 1/(1-exp(-sqrt(2)*pi/Sigma_Phi));
Phi = -60:0.001:60;

for iter=1:length(Phi)
    if Phi(iter) < pi && Phi(iter)>=0
        P(iter) = ((B*exp(-abs(sqrt(2)*Phi(iter)/Sigma_Phi)))/(sqrt(2)*Sigma_Phi));
    elseif Phi(iter) >= -pi && Phi(iter)<=0
        P(iter) = ((B*exp(-abs(sqrt(2)*Phi(iter)/Sigma_Phi)))/(sqrt(2)*Sigma_Phi));
    else
        P(iter)=0;
    end
end

Then I have to generate random values following that pdf, but I don't know how to do it.




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