MATLAB Answers

How to resample continuous random variables based on a 2D probability density function

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Stuart Belcke
Stuart Belcke on 23 Sep 2018
Answered: Arun Mathamkode on 26 Sep 2018
I have two-dimensional data and n number of data. I can have the Kernel density estimation of this data, how can I generate more data based on this distribution?

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Answers (1)

Arun Mathamkode
Arun Mathamkode on 26 Sep 2018
I believe the randsample function will be helpful to you. You can use the density estimate from the kernel density estimation as the weights in randsample. You can also use Metropolis-Hastings sample method ( mhsample ) but it may be more suited if you have an analytical expression of the pdf.

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