by An Uncommon Lab

pmfdraw

Draws samples from a probability mass function defined by an array of discrete probabilities.

indices = pmfdraw(p)
indices = pmfdraw(p, n)

Inputs

Outputs

Example

We'll create a 3-element probability distribution, where the first element occurs 25% of the time, the second element occurs 40% of the time, and the third element occurs 35% of the time.

p = [0.25 0.4 0.35];

We can make 1000 random draws from this distribution. Approximately 25% will be 1, 40% will be 2, and 35% will be 3.

indices = pmfdraw(p, 1000);

Let's see how we did:

sum(indices == 1)/1000
sum(indices == 2)/1000
sum(indices == 3)/1000

ans =
    0.2490
ans =
    0.4030
ans =
    0.3480

Particle filters use discrete probabilities as "weights" for each particle, so that particles that produce predictions of the observation that are consistent with the true measurement end up with a higher probability. These most-likely particles are more likely to be selected during resampling, resulting in a clustering of particles near high-probability areas of the state space. This function is useful to randomly draw the particles to select according to their individual "probabilities".

See Also

bf, mnddraw