Generation of sequence of Random Numbers with a Non-Uniform Distribution Using MATLAB
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Question
Suppose we only have a random number generator, which has a U(0, 1) distribution. But we want to generate a sequence of random numbers with a non-uniform distribution (e.g., Exp (2); Par(2)). Now, please
- first use the random number generator to generate 105 uniformly (U(0; 1)) distributed samples;
- then transform those samples to data points, which should have a Exp(2), or Par(2)
- distribution;
- finally plot those transformed samples by using the hist function.
1. MATLAB codes, which should be in script _les (.m);
2. Two figures, which should be in eps format (.eps).
Summary
This question belongs to MATLAB software and discusses about application of MATLAB to probability and statistics and how to generate a sequence of random numbers with a non-uniform distribution.
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