Pick a number from an array with a certain probability

Hi!

I have an array from 1 to 150 [1 2 3 ...]

and the corresponding probability [0.001 0.003 0.002 ...]

Now I'd like to pick a random number from the first array with taking into account the respective probability.

Has anyone an idea how to proceed?

Thanks!

Answer 1

[Ameer Hamza]

If you can use pre-defined functions and you have Statistics and Machine Learning Toolbox, then you can use randsample(): https://www.mathworks.com/help/releases/R2020a/stats/randsample.html. Something like this

pop = 1:150;
prob = % probability values 1x150
y = randsample(pop, 1000, true, prob)

If you don't have the toolbox, then try following FEX packages:

https://www.mathworks.com/matlabcentral/fileexchange/26003-random-numbers-from-a-user-defined-distribution

https://ww2.mathworks.cn/matlabcentral/fileexchange/14469-performing-random-numbers-generator-from-a-generic-discrete-distribution

[S. B.]

I have it, and it worked perfectly, thank you!

Answer 2

[Image Analyst]

Is this homework? Sounds like it. See Wikipedia: https://en.wikipedia.org/wiki/Inverse_transform_sampling

Hint: use cumsum(probabililtyVector) and see if a random number is less than the cdf.

[S. B.]

No, it's part of my thesis, and I'm working the first time with matlab, that's why it might sounded like a homework.

I've tried it with cumsum already, and with

V (v>=0 & v<0.0027)=0;

V(v>=0.0027 & v<0.0040)=1;

V(v>=0.0040 & v<0.0047)=2;...

but for so many probabilities it is too much work, especially if the probabilities might change again.

But thanks, anyway!