How a generate random numbers within a probabilistic range?

Hi there,

I would like to generate random numbers for an input of 48 variables within a probabilistic range. I managed to get results for a particular range (lets say -0.02 +0.02), using rand function. However how can I do the same for a probabilistic range like this:

50% probability the range to be -0.01 +0.01, 30% probability the range to be -0.02 +0.02 and so on.

many thanks

Nikolas

[Torsten]

How can the probability become smaller for a wider range ?

Best wishes

Torsten.

[Nikolas Spiliopoulos]

Hi again,

thanks for the prompt reply.

Well it has to do with the problem, it's more likely the values to change within a range of -0.01 to +0.01 rather than a range of -0.02 +0.02.

hope that helps

Nikolas

Answer 1

[Adam]

You could just do a simple 2 layer approach if rand gives you an acceptable distribution within each of your ranges.

e.g.

ranges = [-0.01 0.01; -0.02 0.02; -0.05 0.05];
rangeProbabilities = [0.5 0.3 0.2];

rangeVal = rand( )
rangeIdx = find( cumsum( rangeProbabilities ) >= rangeVal , 1 )

n = 48;
randomNumbers = ( rand( n, 1 ) -0.5 ) * 2 * ranges( rangeIdx, 2 ); % Produce n random numbers in range

Note that last line assumes your ranges are symmetric (in which case there's no point storing the 1st column anyway). If not then it is still simple enough to ensure a random number falls within a single predefined range.

[Nikolas Spiliopoulos]

ok, I"ll give it a try Adam,

thank you so much

regards

Nikolas