Easy question with probability

Hi,

Let's say

P = [0.1 0.3 0.4 0.2]
X = [1 2 3 4]

where P(n) is the probability to select the X(n) element. I wish to make a function that select an "random" element of X according to its probability, like

f = myfun(P,X)
>> f = 2

thx a lot

Answer 1

[Andrei Bobrov]

function F = myfun(P,X)
x = cumsum([0 P(:).'/sum(P(:))]);
x(end) = 1e3*eps + x(end);
[a a] = histc(rand,x);
F = X(a);

[Steven]

it works perfect, but may you comment why this line:

x(end) = 1e3*eps + x(end);

[Steven]

wait, should not it be F = X(a) instead ? in this case, probabily are not good...

[Andrei Bobrov]

My typo! Corrected.

[Oleg Komarov]

Andrei's function should read:

function F = myfun(P,X)

p = cumsum([0; P(1:end-1).'; 1+1e3*eps]);

[a a] = histc(rand,p);

F = X(a);

[Jyotshna Ramashire]

can you please explain the codes?

Answer 2

[Roger Stafford]

Also a little late, this also works:

C = cumsum(P);
f = X(1+sum(C(end)*rand>C));