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How can I create a custom probability distribution?

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L'O.G.
L'O.G. el 18 de Feb. de 2022
Respondida: Paul el 18 de Feb. de 2022
I want to define a custom discrete probability mass function. Can I do this using `makedist` or perhaps some other function, if so how?

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Paul
Paul el 18 de Feb. de 2022
Check out the doc page for distributionFitter and the associated Distribution Fitter app. Despite the name, the app can be used to define a custom distribution that you can subsequently use to create objects of that distribution.

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David Hill
David Hill el 18 de Feb. de 2022
Editada: David Hill el 18 de Feb. de 2022
p = [0.2 0.3 0.5];%probabilities
v = [3 7 10];%discrete values
% P(X=3)=0.2, P(X=7)=0.3 and P(X=10)=0.5 Probability Mass Function
n = 10000;%number of samples
c = cumsum([0,p(:).']);
c = c/c(end);%ensure cumulative is 1
[~,i] = histc(rand(1,n),c);
r = v(i);%map, generates n samples with the probability mass function provided
  1 comentario
L'O.G.
L'O.G. el 18 de Feb. de 2022
Editada: L'O.G. el 18 de Feb. de 2022
Thanks, but I don't think that's quite it. I guess I was unclear. Perhaps I should've said: I'd like to create a custom probability distribution object. I'd like to do that to be able to define a discrete pmf. That's why modifying makedist sounds like a possibility.

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