Performing Monte Carlo Sampling

Hello Guys,

I need to develop a model which performs a monte carlo simulation. Basically I have 6 PDF's (probability density functions) and I need to take 10000 random samples for each one of them. Afterwards the samples will be placed in the model and the results will be placed in a (1,10000) matrix. My problem is that I searched to find how to do the sampling and couldn't find something reliable to perform it. I attached an example of one of the PDF's so you could help to understand it. Thank you in advance :)

% Drag Coefficient
mu = 1.08;
sigma = 0.14;

x = (0) : (sigma / 100) : (mu + 5 * sigma);
pdfNormalCd = normpdf(x, mu, sigma)/10; %/10
figure;
plot(x, pdfNormalCd);
xlabel('Drag Coefficient'); ylabel('Pdf');
title('PDF for Drag Coefficient ');
for i=1:1000

end

Answer 1

[Swathik Kurella Janardhan]

You can refer to this video Monte Carlo Simulation in Matlab that explains about how to do Monte Carlo sampling. Also refer to this link that explains about different ways of doing sampling.

Answer 2

[Isabella Osetinsky-Tzidaki]

L=length(x);

Rmat=nan(L,10000);

for i=1:10000

    R=normrnd(mu,sigma,[L,1]);
    Rmat(:,i)=R;

end

Answer 3

[sogol bandekian]

I have question regarding monte carlo sampling.

where should I start to learn about MC and write it in Matlab?if anybody has any references please send this for me

@Alan Weiss

[Torsten]

https://de.mathworks.com/discovery/monte-carlo-simulation.html

If your question was more specific, the answer could probably better address your need.