All Questions
Tagged with probability matlab
286
questions
25
votes
7
answers
39k
views
Generate random number with given probability matlab
I want to generate a random number with a given probability but I'm not sure how to:
I need a number between 1 and 3
num = ceil(rand*3);
but I need different values to have different probabilities ...
- 8,936
12
votes
2
answers
16k
views
How do I draw samples from multivariate gaussian distribution parameterized by precision in matlab
I am wondering how to draw samples in matlab, where I have precision matrix and mean as the input argument.
I know mvnrnd is a typical way to do so, but it requires the covariance matrix (i.e inverse ...
- 925
9
votes
1
answer
25k
views
Simple binary logistic regression using MATLAB
I'm working on doing a logistic regression using MATLAB for a simple classification problem. My covariate is one continuous variable ranging between 0 and 1, while my categorical response is a binary ...
- 111
8
votes
1
answer
7k
views
Constructing a multi-order Markov chain transition matrix in Matlab
A first-order transition matrix of 6 states can be constructed very elegantly as follows
x = [1 6 1 6 4 4 4 3 1 2 2 3 4 5 4 5 2 6 2 6 2 6]; % the Markov chain
tm = full(sparse(x(1:end-1),x(2:end),1)...
- 1,799
7
votes
1
answer
2k
views
Why do the inverse t-distributions for small values differ in Matlab and R?
I would like to evaluate the inverse Student's t-distribution function for small values, e.g., 1e-18, in Matlab. The degrees of freedom is 2.
Unfortunately, Matlab returns NaN:
tinv(1e-18,2)
NaN
...
- 1,631
7
votes
1
answer
7k
views
How to calculate derivative of multivariate normal probability density function
Is there any built in function calculating the value of a gradient of multivariate normal probability density function for a given point?
Edit: found this how to evaluate derivative of function in ...
- 871
6
votes
2
answers
4k
views
Simulate samples from a joint cumulative distribution function?
I have a joint density function for two independent variables X and Y. And I now want to sample new x,y from this distribution.
What I believe I have to do is to find the joint cumulative ...
- 14.1k
5
votes
6
answers
14k
views
Determining probability mass function of random variable
If we have a discrete random variable x and the data pertaining to it in X(n), how in matlab can we determine the probability mass function pmf(X)?
- 3,257
5
votes
4
answers
1k
views
SET game odds simulation (MATLAB)
I have recently found the great card came - SET. Briefly, there are 81 cards with the four features: symbol (oval, squiggle or diamond), color (red, purple or green), number (one, two or three) and ...
- 19.1k
5
votes
2
answers
5k
views
Normal Probability Plot interpretation [closed]
I have a very basic question. What is the basis of the normal probability plot i.e. what do the probabilities represent? I am testing for a standard normal distribution. My normplot (in MATLAB) ...
- 301
5
votes
3
answers
12k
views
How To Fit Multivariate Normal Distribution To Data In MATLAB?
I'm trying to fit a multivariate normal distribution to data that I collected, in order to take samples from it.
I know how to fit a (univariate) normal distribution, using the fitdist function (with ...
- 495
4
votes
1
answer
3k
views
How does this MATLAB code work? (probabilities and random sequences)
I saw this code in a comment for the article "Never-ending Shuffled Sequence". I understand the basic premise, but I don't know how it works. The biggest explanation I need is of the first two lines ...
- 30.2k
4
votes
1
answer
16k
views
Shannon's Entropy calculation
I have a probability distribution that defines the probability of occurrence of n possible states.
I would like to calculate the value of Shannon's entropy, in bits, of the given probability ...
- 245
4
votes
3
answers
2k
views
Algorithm to find the 'possible' combinations of variables with constraints in Matlab?
Say I have 7 items in A and 4 items in B
A=[10;40;90;130;200;260;320]
B=[100;300;500;1000]
I want to have the list of possible combinations where :
All sub-components of A MUST be included
sub-...
- 1,865
4
votes
2
answers
2k
views
Interpretation of Probability Estimate for Multi-class classification in LibSVM for MATLAB
Problem: 3 class classification with labels 1,2,3.
Tool: LibSVM for MATLAB
svmModel = svmtrain(<Trainfeatures>, <TrainclassLabels>, '-b 1 -c <someCValue> -g <someGammaValue>'...
- 1,360
4
votes
1
answer
9k
views
How do I generate a random vector (0,1) with a known probability in MATLAB
I am using the following code
operation=[rand(1,noOfNodes)>prob];
to generate 1 and zeros (noOfNodes times). If I use prob=0.2 and try 100 values there exist in some cases 40 zeros. Isn't it ...
- 291
4
votes
2
answers
6k
views
Given a covarince matrix, generate a Gaussian random variable in Matlab
Given a M x M desired covariance, R, and a desired number of sample vectors, N calculate a N x M Gaussian random vector, X in vanilla MATLAB (i.e. can't use r = mvnrnd(MU,SIGMA,cases)).
Not really ...
- 5,491
4
votes
2
answers
12k
views
How to make a CDF from a histogram in MATLAB
I am trying to create function that takes a histogram and makes a CDF from it.
However I cannot use the cdfplot function in Matlab.
How would I go about doing this?
This produces the input ...
- 101
4
votes
1
answer
1k
views
Discrete probability distribution calculation in Matlab
I have given P(x1...n) discrete independent probability values which represent for example the possibility of happening X.
I want a universal code for the question: With which probability does ...
- 245
4
votes
3
answers
3k
views
Random number in a certain interval with a exponential distribution [closed]
I'd like to generate a random number in a certain interval using an exponential distribution. My problem is that if I use exprnd I can't control the interval, I can only give a mean value, but that ...
- 63
4
votes
1
answer
279
views
pdf of a particular distribution
I am new to Matlab. I would like to check the so call "logarithmic law" for determinant of random matrices with Matlab, but still do not know how.
Logarithmic law:
Let A be a random Bernoulli ...
- 41
4
votes
1
answer
357
views
Can you replicate matlab's older pseudo-random number generators in python?
I am trying to analyze random streams of random numbers in python. Specifically I am studying the following pseudo-random streams from matlab: mt19937ar (the Mersenne Twister), mcg16807 (an LCG), and ...
- 53
4
votes
1
answer
859
views
Estimate pdf of a vector using Gaussian Kernel
I am using Gaussian kernel to estimate a pdf of a data based on the equation
where K(.) is Gaussian kernel, data is a given vector. z is bin from 1 to 256. size of bin is 1.
I implemented by matlab ...
- 1,465
4
votes
1
answer
847
views
Randomize matrix elements between two values while keeping row and column sums fixed (MATLAB)
I have a bit of a technical issue, but I feel like it should be possible with MATLAB's powerful toolset.
What I have is a random n by n matrix of 0's and w's, say generated with
A=w*(rand(n,n)<p)...
- 765
3
votes
3
answers
10k
views
MATLAB's "SIGMA must be symmetric and positive definite" error sometimes not making sense
I am not sure if this is a programming or statistics question, but I am %99 sure that there should be a numerical problem. So maybe a programmatic solution can be proposed.
I am using MATLAB's mvnpdf ...
user192936
3
votes
3
answers
1k
views
MATLAB: sample from population randomly many times?
I am aware of MATLAB's datasample which allows to select k times from a certain population. Suppose population=[1,2,3,4] and I want to uniformly sample, with replacement, k=5 times from it. Then:
...
- 2,024
3
votes
4
answers
2k
views
draw random number following a custom distribution [duplicate]
I need to draw random numbers following a distribution I chose.
Example: draw 7 numbers from 1 to 7 with those probabilities:
1: 0.3
2: 0.2
3: 0.15
4: 0.15
5: 0.1
6: 0.05
7: 0.05
Since in my ...
- 65
3
votes
2
answers
3k
views
How to catch warning in Matlab?
I'm using the distfit function of Matlab to fit a probability distribution to my data. Sometimes the following warning message appears:
Maximum likelihood estimation did not converge. Iteration ...
- 6,092
3
votes
2
answers
7k
views
Generate random samples from arbitrary discrete probability density function in Matlab
I've got an arbitrary probability density function discretized as a matrix in Matlab, that means that for every pair x,y the probability is stored in the matrix:
A(x,y) = probability
This is a ...
- 33
3
votes
2
answers
2k
views
Matlab: How to generate a 4x1 matrix of random variables, assuming a 4x4 correlation matrix?
I start with 4 time series, labelled A, B, C, D.
I generate the following:
A 4x1 matrix of means.
A 4x1 matrix of standard deviations.
A 4x4 correlation matrix, by taking 30 samples from each time ...
- 78.3k
3
votes
1
answer
2k
views
Sampling from multivariate customised cumulative distribution function in Matlab
Consider a 5-variate cumulative distribution function (cdf) which I call F.
I want to sample random 5x1 vectors from this cdf in Matlab. F is not a cdf that has been already implemented in Matlab (...
- 2,259
3
votes
3
answers
114
views
defining the X values for a code
I have this task to create a script that acts similarly to normcdf on matlab.
x=linspace(-5,5,1000); %values for x
p= 1/sqrt(2*pi) * exp((-x.^2)/2); % THE PDF for the standard normal
...
- 33
3
votes
2
answers
13k
views
Estimate Markov Chain Transition Matrix in MATLAB With Different State Sequence Lengths
I'm trying to build the transition matrix for a Markov Chain in MATLAB; I have several different observation sequences (all of varying lengths) and I need to generate the transition matrix using those....
- 534
3
votes
1
answer
1k
views
naive classifier matlab
When testing the naive classifier in matlab I get different results even though I trained and tested on the same sample data, I was wondering if my code is correct and if someone could help explain ...
- 6,050
3
votes
1
answer
2k
views
MATLAB | calculating parameters of gamma dist based on mean and probability interval
I have a system of 2 equations in 2 unknowns that I want to solve using MATLAB but don't know exactly how to program. I've been given some information about a gamma distribution (mean of 1.86, 90% ...
- 2,079
3
votes
1
answer
5k
views
How do I calculate conditional probabilities from data
I'm doing a naive Bayes in Matlab, and it was all good until they said I needed the conditional probabilities. Now I know the formula for conditional p(A|B) = P(A and B)/p(B), but when I have data to ...
- 1,006
3
votes
1
answer
376
views
Number series with uniform distribution for a given variance and a mean in matlab
I want to generate n number of points using a uniform distribution for a specific variance (v) and mean (m).
I'm currently using MATLAB to achieve this task. This can be done for a normal ...
- 574
3
votes
1
answer
2k
views
Define distribution using percentile points
In @Risk and Crystal Ball, we are allowed to define the probability distribution using percentile data. For example, we can define a log normal distribution just by inputting 3 data points, e.g. P10, ...
- 153
3
votes
1
answer
9k
views
Homework: Simulating coin tosses until consecutive heads using R
I am new to R hence asking here (haven't been able to find very helpful tutorials for simulation that are detailed.)
The problem statement is this
Simulate a coin toss for 20 times and record the ...
- 1,200
3
votes
1
answer
2k
views
Plot PDF of log-normal distribution
I'm using the randn function to generate a Gaussian random variable x1 with mean 0 and variance 1. After generating x1, I generate another Gaussian random variable x with mean m and variance σ2, that ...
- 33
3
votes
2
answers
3k
views
Using random generator with probability using matlab
THe following code generates random numbers with a given probability of success:
n=[randi([0 1],1,8) ones(1,8)];
n= n(randperm(10));
If the above lines are repeated random (...
- 291
2
votes
3
answers
8k
views
Generating a triangular distribution in Matlab
I have attempted to generate a triangular probability distribution in Matlab, but was not successful. I used the formula at http://en.wikipedia.org/wiki/Triangular_distribution.
n = 10000000;
a = 0....
- 26k
2
votes
2
answers
2k
views
How to choose one element based on its probability? [duplicate]
Let's say I have a vector containing N elements, each being its probability. For example, v = [0.01 0.01 0.09 0.82 0.07]
So I want a function f(v) that returns 4 at 82% of the time, 3 at 9% of the ...
- 13.4k
2
votes
1
answer
4k
views
MATLAB code for a lot of Gaussian Mixture Model
I have applied gaussmix from MATLAB's voicebox tools to calculate a Gaussian Mixture Model (GMM). However, the code gives me an error when I run it for 512 GMM components.
No_of_Clusters = 512;
...
- 71
2
votes
1
answer
861
views
Kurtosis function in Julia
So I've been playing around with Julia, and I've discovered that the function to calculate the kurtosis of a probability distribution is implemented differently between Julia and MATLAB.
In Julia, do:...
- 681
2
votes
2
answers
4k
views
How to calculate probability of a point using a probability distribution object?
I'm building up on my preivous question because there is a further issue.
I have fitted in Matlab a normal distribution to my data vector: PD = fitdist(data,'normal'). Now I have a new data point ...
- 6,092
2
votes
2
answers
136
views
Set column to 0 with probability p
I've got a matrix A with the dimensions m X n. For every column i (i > 0and i <= n) I want to flip a coin and fill the whole column with 0 values with probability p. How can this be accomplished ...
- 1,624
2
votes
1
answer
2k
views
choosing standard deviation parameter in MATLAB
If I want to use the gaussian random number generator in MATLAB
R = normrnd(mu,sigma)
Let mu = 1.
The question is how to choose sigma? If I want 90% of the values to be near 1.Let us say +/-0.7
...
- 291
2
votes
2
answers
41
views
How can i create a sequence that differs from another one with some probability p?
Hello i have a random sequence of 10 bits x=0100100011
I want to create another sequence y but with probability 0.2 is different than x.That actually means that when i have 10 bits i approximately ...
2
votes
2
answers
3k
views
Finding probability of Gaussian random variable with range
I am a beginner in MATLAB trying to use it to help me understand random signals, I was doing some Normal probability density function calculations until i came across this problem :
Write a MATLAB ...