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How I accept generated [x,y] samples that fall into a probability density function or an equivalent area?
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I generate samples in 2-d space, i.e. x,y coordinates. I have a normal pdf and I want to keep/accept the samples that fall inside the pdf. Let as denote this area W. Is there a specific command for this? How can I implement it? I found in Matlab inpolygon command , but it works only for polygonal region and not on curves, such as pdf .
2 Comments
Star Strider
on 14 Oct 2017
The normal distribution extends from -Inf to +Inf. All the real values you create are by definition ‘inside the PDF’.
Answers (1)
Image Analyst
on 14 Oct 2017
I'm not sure you mean "fall inside the pdf" since, of course, all values generated must come from the PDF. I think you mean "fall inside the area", presumably one defined by some limits on x and y
% Get x and y somehow
if x < x1 || x > x2 || y < y1 || y > y2
% Coordinate is out of bounds. Skip this one.
continue;
end
% Else do something with it.
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