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mutah
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Simulate outage probability or CDF

Asked by mutah
on 26 Dec 2013
Latest activity Answered by Roger Stafford on 26 Dec 2013
Hi all
I have the CDF (cumulative distribution function) for my function
I want to make simulation for this CDF ? not plot it?
How can i do this ?

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1 Answer

Answer by Roger Stafford on 26 Dec 2013
 Accepted Answer

One commonly-used method involves matlab's 'rand' function and the inverse of the cdf function. Let p = F(c) be the cumulative distribution function, that is the probability p that a given random variable, r, is less than or equal to c. Let c = G(p) be its inverse function. Then the following simulates n sequential values of that random variable:
r = G(rand(n,1));

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