% [z zC Z ZC] = transRV(jointXY,C,opp,n) Numerically approximate the PDF of % a nonlinear combination of the random variables X and Y given the joint % distribution of X and Y. The joint distribution (jointXY) should be % generated using [jointXY, C] = hist3([x(:) y(:)]). % % z = transRV(jointXY,C,opp,n) Use the opperation opp which can % be: '+', '-', '*', or '/', to generate a PDF z of length n. % % z...
Using the Cholesky decomposition, it generates n iterations of multivariate Gaussian random variables for a given mean vector (mu) and variance-covariance matrix (sigma).
mvgrnd(mu,sigma,n)
This collection generates random variables and vectors of random variables with various distributions, including Bernoulli, geometric, exponential, Gaussian, Poisson, discrete uniform, and continuous uniform, based on the parameters you input to...
BPSK SYSTEM SIMULATION We simulate the generation of random variables r0 and r1, which constitutes the input to detector. We begin by generating a binary sequence of 0?s and 1?s that occur with equal probability and are mutually...
Functions written in 2007 for Master Thesis: "Simulating dependent random variables using copulas. Applications to Finance and Insurance". Functions include MVCOPRND - multivariate copula generator, CMLSTAT for estimation of copula...
This function generate random variables distributed according to a truncated normal distribution (or, by a translation, to a normal distribution with positive support). This kind of problem is especially interesting for generating variables with...
PoissRatioCdf computes the cumulative distribution function (cdf) and/or the probability mass function (pmf) of the random variable X which is proportional to the ratio of two independent Poisson random variables, X = constant * (Y_lambdaNum /...
This function generates Pareto random variables (of type I). See "Statistical Distributions", Evans, Hastings and Peacock, Wiley, 1993 or http://www.maths.adelaide.edu.au/matthew.r...trns/node6.html or...
This file obtain a Mann-Whitney's U of two random variables with continuous cumulative distribution associated to a p-value. This procedure is highly recommended for sample sizes nx and ny <=7. For greater sample sizes it will takes a...
This file obtain a Mann-Whitney's U of two random variables with continuous cumulative distribution associated to a p-value. This procedure is highly recommended for sample sizes 7< nx and ny <=40. For nx and ny <=7 it is recommended to... |