All of the following functions take one or two arguments, and return a column
vector or a matrix of random numbers. For example, normal(5) returns a
column of five random numbers, while normal(3,6) returns a
matrix of random numbers of random numbers of normal distribution.
Each distribution may have a few public parameters, which can be modified. For
example, the normal function has two public parameters mu and
sigma with default values mu = 0 and sigma = 1.
To change the values of the public parameters, the global keyword must
be used. E.g., global.normal.sigma = 0.5 will change the sigma
parameter of the system's
normal function to 0.5. Alternatively, you can create your own
copy of the normal distribution with your chosen values of the parameters. For
example,
rv = normal[3, 2];
or
rv = normal;
rv.mu = 3;
rv.sigma = 2;
will generate a normal distribution with mu = 3 and sigma = 2.
The private parameters mean,
stddev, and variance are attributes (mean, standard deviation,
and variance) of the distribution. For
example, rv.stddev returns the standard deviation of the random
variable rv.
The private parameters pdf, prob, and
quantile are attribute functions.
- rv.pdf(x) gives the
probability density of rv at x;
- rv.prob(a, b) gives
the probability
, where is a random variable of distribution
rv, and and may be
;
- rv.cdf(b) gives the
probability ;
- rv.quantile(p) gives the value such that
.
List of probability distributions:
- rand: uniform distribution.
Public parameter: range
- randz: random integer.
Public parameter: range
- normal: normal distribution.
public parameter: mu and sigma
private parameter: mean, stddev, variance, pdf, prob,
quantile
- gauss:
Normal distribution with and .
- gammarv:
Gamma distribution.
public parameter: location, scale, and shape.
private parameter: mean, stddev, variance,
pdf, cdf, prob, quantile
- betarv:
Beta distribution.
public parameter: a, b.
private parameter: mean, stddev, variance,
pdf, cdf, prob, quantile
- binomial:
Binomial distribution.
public parameter: n, p.
private parameter: mean, stddev, variance,
pdf, cdf, prob, quantile
- poisson:
Poisson distribution.
public parameter: mu.
private parameter: mean, stddev, variance,
pdf, cdf, prob, quantile
- chi:
Chi-square distribution.
public parameter: df.
private parameter: mean, stddev, variance,
pdf, cdf, prob, quantile
- frv:
F distribution.
public parameter: dfn, dfd.
private parameter: mean, stddev, variance,
pdf, cdf, prob, quantile
- exprv:
Exponential distribution.
public parameter: mu.
private parameter: mean, stddev, variance,
pdf, cdf, prob, quantile
- student:
Student t-distribution.
public parameter: df.
private parameter: mean, stddev, variance,
pdf, cdf, prob, quantile
- hypergom:
Hypergeometric distribution.
public parameter: N, D, n.
private parameter: mean, stddev, variance,
pdf, cdf, prob, quantile
- multinomial:
Multinomial distribution.
public parameter: n, p
oz
2009-12-22