Generating a Random Sample from a Discrete Distribution

function discretes=generate_discretes(n)

  ## First map the distribution to the interval [0,1].
  dist(1) = 0.25;
  dist(2) = 0.5;
  dist(3) = 0.25;
  
  for i = 1:(n)
    u1 = rand();

    total = 0;
    index = 1;
    for j = 1:length(dist)
      total = total + dist(j);
      if (u1 < total)
        index = j;
        break;
      endif
    endfor
    
    u2 = rand();

    discretes(i) = u2 + (index - 1);
  endfor
  
endfunction

Frank Starmer 2004-05-19