MATLAB Answers

Steven
1

How to pick a value according to its probability

Asked by Steven
on 7 Dec 2011
Latest activity Edited by Jonathan on 3 Sep 2018
Hi,
Let's say
P = [0.1 0.3 0.4 0.2]
X = [1 2 5 9]
where P(n) is the probability to select the X(n) element. I wish to make a function that select a "random" element of X according to its probability, like
f = myfun(P,X)
>> f = 2 (occurs around 30%)
thx a lot

  3 Comments

what if we have two numbers? Lets say 50% probability to get a=0.05 and b= -0.05
Sorry I am a very beginner in MATLAB
thanks in advance
Nikolas
AB = [a,b];
AB( randi([1 2]) )

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2 Answers

Answer by Sean de Wolski
on 7 Dec 2011
 Accepted Answer

f = X(find(rand<cumsum(P),1,'first'))

  1 Comment

The answers in the other thread took care in case cumsum(P) < 1 as can happen due to round-off error.

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Answer by Jonathan on 3 Sep 2018
Edited by Jonathan on 3 Sep 2018

The accepted answer is not doing any sanity check, and is sensitive to rounding errors. You should use randsample instead.
To sample n points from X, with replacement, and probabilities P:
randsample( X, n, true, P )
This can also be used with a custom RandStream (see documentation). Be aware that this function does NOT check for negative values in P; check manually if needed.

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