Tuesday, August 2, 2011

Matlab Simulation - General Discrete Distribution (multivarite)

1. one option is built in randsample with weighted option, you sample with certain weights.

There are CFX options
2. Discrete (multinomial) distribution sampler

http://www.mathworks.com/matlabcentral/fileexchange/25481-discrete-multinomial-distribution-sampler

3. randp
http://www.mathworks.com/matlabcentral/fileexchange/8891

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