How can I create a custom probability distribution?
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I want to define a custom discrete probability mass function. Can I do this using `makedist` or perhaps some other function, if so how?
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Accepted Answer
Paul
on 18 Feb 2022
Check out the doc page for distributionFitter and the associated Distribution Fitter app. Despite the name, the app can be used to define a custom distribution that you can subsequently use to create objects of that distribution.
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More Answers (1)
David Hill
on 18 Feb 2022
Edited: David Hill
on 18 Feb 2022
p = [0.2 0.3 0.5];%probabilities
v = [3 7 10];%discrete values
% P(X=3)=0.2, P(X=7)=0.3 and P(X=10)=0.5 Probability Mass Function
n = 10000;%number of samples
c = cumsum([0,p(:).']);
c = c/c(end);%ensure cumulative is 1
[~,i] = histc(rand(1,n),c);
r = v(i);%map, generates n samples with the probability mass function provided
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