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SAMPLE_PDF

SAMPLE_PDF

Name


    SAMPLE_PDF

Purpose


    This function randomly samples a given probability density function.

Category


    Statistics

Calling Sequence


    Result = SAMPLE_PDF( Xpdf, Pdf, Nsample )

Input


    Pdf: A vector of type floating point containing the probability density
        function values.
    Xpdf: A vector of type floating point containing the location of the
        values in Pdf.
    Nsample: A scalar of type integer containing the sampling size.

Keyword Parameters


    -

Output


    Result: A vector of type floating point containing the randomly sampled
        locations.

Uses


    pdf_to_cdf.pro
    var_type.pro

Procedure


    This function randomly samples the quantiles of a given probability
    density function.

Example


    Define the PDF values and where they are.
      pdf = [ 0.1, 0.25, 0.3, 0.25, 0.1 ]
      xpdf = [ 0., 1., 2., 4., 5. ]
    Sample from the PDF 1000 times.
      result = sample_pdf( xpdf, pdf, 1000 )
    The result should have sampled 0 about 0.1*1000 times, etc.

Modification History


    Written by: Daithi Stone (stoned@atm.ox.ac.uk), 2003-09-25
    Modified: DAS, 2011-04-13 (fixed bug by adding NORMALISE setting to call
        to pdf_to_cdf.pro; modified documentation format)



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