Weighted random numbers in MATLAB

Posted by yuk on Stack Overflow See other posts from Stack Overflow or by yuk
Published on 2010-06-04T20:18:02Z Indexed on 2010/06/05 11:22 UTC
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matlab

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random

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weight

How to randomly pick up N numbers from a vector a with weight assigned to each number?

Let's say:

a = 1:3; % possible numbers
weight = [0.3 0.1 0.2]; % corresponding weights

In this case probability to pick up 1 should be 3 times higher than to pick up 2.

Sum of all weights can be anything.

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