10SimulatingRandomVariables

# 10SimulatingRandomVariables - Simulating Random Variables...

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Click to edit Master subtitle style  EE 3180 Probability and  Simulating Random Variables Jeffrey B. Burl 11

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EE 3180 Probability and  Introduction n If we want to simulate a system with  random inputs, we will need to generate  random variables using the computer. n Matlab generates RVs with lots of  density functions. n But, you may want to generate RVs with  density functions not available in  22
EE 3180 Probability and  Simulating Continuous RVs n Generate a RV with U(0,1). n y = rand; n Find the RV n Note n But  33 1 ( ) Pr( ) Pr( ( ) ) Pr( ( )) ( ( )) x x x y x F x X x F Y x Y F x F F x - = = = = ( ) for 0 1 y F y y y = 1 ( ) x X F Y - =

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EE 3180 Probability and  Simulating Discrete RVs n Generate a RV with U(0,1). n y = rand;
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