generate random number GG distribution in matlab

I want to know how to generate random samples set obeying a zero-mean unity-variance Generalized Gaussian density from the standard random generator. Thank you in advance.

Answer 1

[bym]

r = randn(100,1)   % 100 samples

[Sunny Kumar]

r = randn(100,1), This will generate random numbers which is normally distributed. But, I want generate in random numbers with μ = 0 and σ = 1, in case of generalised Gaussian density with parameters p(x;μ,υ,σ), whose pdf is given by

p(x;μ,υ,σ)= (υ*η(υ,σ))/(2Γ(1/υ))*exp{ -[η(υ,σ)*|x-μ| ]^υ }

and η(υ,σ)= 1/σ*[(Γ(3/υ))/(Γ(1/υ))]^(1/2)