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

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

Answer 1

[Jos (10584)]

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)