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How do I generate a sampled sequence with frequncy p(n)

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Bernardo
Bernardo on 22 Sep 2014
Answered: Jos (10584) on 22 Sep 2014
I have a 1xn vector of observations X(n)and a vector of probabilities p(n). How do I simulate sampling from this distribution where the frequency of picking observation x(n) is proportional to p(n)? Thanks

Answers (1)

Jos (10584)
Jos (10584) on 22 Sep 2014
See RANDP on the file exchange
X = [10 20 30] % observations
p = [50 30 20] % (relative) probabilities
N = 20 ;
i = randp(p,1,N)
Sample = X(i)

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