matlab中产生随机数的程序

1.由U（0,1）分布的随机数产生U（a,b）的随机数

r=rand(1,20);

s=a+(b-a)*r;

例：

r=rand(1,20);

s=2+(10-2)*r

s =

Columns 1 through 11

7.0589 2.7803 4.2280 6.3751 9.6601 9.7191 3.2609 9.7647 9.6573 5.8830 8.4022

Columns 12 through 20

3.1351 5.3741 9.3259 8.3377 9.6759 7.2459 2.2857 8.7930 9.4719

2.指数分布的抽样

（6.9）n=10的时候

u=rand(1,19);

r=1;

for i=1:19

r=r*u(i);

end

s=log(r);

m=1;

for j=11:19

if(u(j-1)>u(j))

y(m)=u(j)

else

y(m)=u(j)

end

m=m+1;

end

for k=2:9

x(k)=(y(k-1)-y(k))*s

end

x

y =

0.4168

0.4168 0.6569

y =

0.4168 0.6569 0.6280

y =

0.4168 0.6569 0.6280 0.2920

y =

0.4168 0.6569 0.6280 0.2920 0.4317

y =

0.4168 0.6569 0.6280 0.2920 0.4317 0.0155

y =

0.4168 0.6569 0.6280 0.2920 0.4317 0.0155 0.9841

y =

0.4168 0.6569 0.6280 0.2920 0.4317 0.0155 0.9841 0.1672

0.4168 0.6569 0.6280 0.2920 0.4317 0.0155 0.9841 0.1672 0.1062

x =

0 -0.0255

x =

0 -0.0255 0.0031

x =

0 -0.0255 0.0031 0.0357

x =

0 -0.0255 0.0031 0.0357 -0.0148

x =

0 -0.0255 0.0031 0.0357 -0.0148 0.0442

x =

0 -0.0255 0.0031 0.0357 -0.0148 0.0442 -0.1029

0 -0.0255 0.0031 0.0357 -0.0148 0.0442 -0.1029 0.0868

x =

0 -0.0255 0.0031 0.0357 -0.0148 0.0442 -0.1029 0.0868 0.0065

x =

0 -0.0255 0.0031 0.0357 -0.0148 0.0442 -0.1029 0.0868 0.0065

>>

3.例6.7

r=rand(1,n);

for i=1:20

if(r(i)<=p)

x(i)=1

else

x(i)=0

end

end

x=sum(x(i))

例：X~b（20,1/2）

r=rand(1,20);

for i=1:20

if(r(i)<=1/2)

x(i)=1

else

x(i)=0

end

end

s=0;

for i=1:20

s=s+x(i);

end

s

逆变换法

g(1)=0;p=1/2;n=20;

for k=2:20

pp(k)=factorial(n)./(factorial(n-k).*factorial(k)).*p.^k.*(1-p).^(n-k); g(k)=g(k-1)+pp(k);

end

u=rand(1,1);

t=1;

for i=1:20

if(u<=g(i))

x(t)=i;

t=t+1;

else

i=i+1;

end

end