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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

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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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