Page 118 - Computational Statistics Handbook with MATLAB

Chapter 4: Generating Random Variables 105

0.6

0.5

0.4

0.3

0.2

0.1

0
0 1 2 3 4
X

IG
FI F U URE G 4.1 RE 4.1 0 0
4.1
GU
F F II GU RE RE 4.1 0 0
This is the histogram for random variables generated from the Poisson with λ = 0.5 .
X = NU ,
where the function y , y ≥ 0 means to round up the argument y. The next
example shows how to implement this in MATLAB.

Example 4.14
The method for generating discrete uniform is implemented in the function
csdunrnd, given below.
% function X = csdunrnd(N,n)
% This function will generate random variables
% from the discrete uniform distribution. It picks
% numbers uniformly between 1 and N.
function X = csdunrnd(N,n)
X = ceil(N*rand(1,n));
To verify that we are generating the right random variables, we can look at
the observed relative frequencies. Each should have relative frequency of
⁄
1 N .This is shown below where N = 5 and the sample size is 500.
N = 5;
n = 500;
x = csdunrnd(N,n);

© 2002 by Chapman & Hall/CRC