Generate a random number with specific probability density function

I'm trying to generate a random number with a given PDF. I have the PDF stored as :

• X: with the possible values
• Y: with the density

plot(X,Y) displays the PDF

I've tried to use fitdist and makedist but I'm not able to convert it into a PDF object or anything usable.

Thanks you in advance

Answer 1

[Sean de Wolski]

slicesample will do this for you.

[ricard molins]

It may be that I'm pretty new to Matlab but I'm not able to figure out how to use slicesample with the data I have. As I can see slicesample needs a function from the pdf and I have the "sampled" pdf not a function that defines it.

[Torsten]

Given x, interpolate the density y(x) from your data vector Y.

This will give you a Kind of "function" y(x).

Best wishes

Torsten.