Exponential random numbers - matlab

I am using Matlab's exprnd() to generate random exponential numbers from an exponential distribution with a certain x.From what i understand this returns values using the distribution's probability density function which for a cerain lambda has max value of that lambda.
So for exprnd(5) i excpect values <=5.However this gives greater values than 5(up to 20+).What am i missing here? Could someone please explain?

What the input parameter is, is the mean value of what the exprnd() function's distribution would be. So you can still get values larger than 5.

You should read the help document of exprnd in https://se.mathworks.com/help/stats/exprnd.html
r = exprnd(mu) generates a random number from the exponential
distribution with mean mu.
For you case, exprnd(5) means that your mean value for generated random variables should be 5, which doesn't mean 5 is the upper limit of random variables. For example:
>> exprnd(5,20,1)
ans =
4.10770701
0.60208519
7.25872556
0.05434071
1.56567225
1.25327626
2.27920247
13.76730426
2.26669862
8.16033821
2.65390762
2.59892165
2.68864424
2.20960785
3.64418947
0.00052336
4.78444353
0.70408921
2.20180562
19.10507978
When you have sufficiently large number of random variables, then the mean would approach 5, i.e.,
>> mean(exprnd(5,1e5,1))
ans = 5.0052

Related

creating a random multidimension array using rand() with nddata = fix(8*randn(10,5,3))

I am currently trying to learn MATLAB independently and had a question about a command that used randn().
nddata = fix(8*randn(10,5,3))
I understand what the fix() function does, and the multi dimension array that is created by randn. However, I am not sure what 8 is doing here, it is not multiplying the outcome of the random numbers and it is not part of the limit. So I just want to know the purpose of the 8 here.
Thanks
randn generated a standard normally distributed matrix of random numbers (standard in this context is defined as mean = 0 and standard deviation = 1). The 8 factor simply stretches this distribution along the x-axis; a scalar multiplication for each value in the 3D matrix. The fix function then rounds each value to the nearest integer towards 0, i.e. -3.9 becomes -3.0. This effectively reduces the standard deviation of the data.
To see this for yourself, split the expression up and create temporary variables for each operation, and step through it with the debugger.

How to calculate the "rest value" of a plot?

Didn't know how to paraphrase the question well.
Function for example:
Data:https://www.dropbox.com/s/wr61qyhhf6ujvny/data.mat?dl=0
In this case how do I calculate that the rest point of this function is ~1? I have access to the vector that makes the plot.
I guess the mean is an approximation but in some cases it can be pretty bad.
Under the assumption that the "rest" point is the steady-state value in your data and the fact that the steady-state value happens the majority of the times in your data, you can simply bin all of the points and use each unique value as a separate bin. The bin with the highest count should correspond to the steady-state value.
You can do this by a combination of histc and unique. Assuming your data is stored in y, do this:
%// Find all unique values in your data
bins = unique(y);
%// Find the total number of occurrences per unique value
counts = histc(y, bins);
%// Figure out which bin has the largest count
[~,max_bin] = max(counts);
%// Figure out the corresponding y value
ss_value = bins(max_bin);
ss_value contains the steady-state value of your data, corresponding to the most occurring output point with the assumptions I laid out above.
A minor caveat with the above approach is that this is not friendly to floating point data whose unique values are generated by floating point values whose decimal values beyond the first few significant digits are different.
Here's an example of your data from point 2300 to 2320:
>> format long g;
>> y(2300:2320)
ans =
0.99995724232555
0.999957488454868
0.999957733165346
0.999957976465197
0.999958218362579
0.999958458865564
0.999958697982251
0.999958935720613
0.999959172088623
0.999959407094224
0.999959640745246
0.999959873049548
0.999960104014889
0.999960333649014
0.999960561959611
0.999960788954326
0.99996101464076
0.999961239026462
0.999961462118947
0.999961683925704
0.999961904454139
Therefore, what I'd recommend is to perhaps round so that the first 5 or so significant digits are maintained.
You can do this to your dataset before you continue:
num_digits = 5;
y_round = round(y*(10^num_digits))/(10^num_digits);
This will first multiply by 10^n where n is the number of digits you desire so that the decimal point is shifted over by n positions. We round this result, then divide by 10^n to bring it back to the scale that it was before. If you do this, for those points that were 0.9999... where there are n decimal places, these will get rounded to 1, and it may help in the above calculations.
However, more recent versions of MATLAB have this functionality already built-in to round, and you can just do this:
num_digits = 5;
y_round = round(y,num_digits);
Minor Note
More recent versions of MATLAB discourage the use of histc and recommend you use histcounts instead. Same function definition and expected inputs and outputs... so just replace histc with histcounts if your MATLAB version can handle it.
Using the above logic, you could also use the median too. If the majority of data is fluctuating around 1, then the median would have a high probability that the steady-state value is chosen... so try this too:
ss_value = median(y_round);

Does the rand function ever produce values of 0 or 1 in MATLAB/Octave?

I'm looking for a function that will generate random values between 0 and 1, inclusive. I have generated 120,000 random values by using rand() function in octave, but haven't once got the values 0 or 1 as output. Does rand() ever produce such values? If not, is there any other function I can use to achieve the desired result?
If you read the documentation of rand in both Octave and MATLAB, it is an open interval between (0,1), so no, it shouldn't generate the numbers 0 or 1.
However, you can perhaps generate a set of random integers, then normalize the values so that they lie between [0,1]. So perhaps use something like randi (MATLAB docs, Octave docs) where it generates integer values from 1 up to a given maximum. With this, define this maximum number, then subtract by 1 and divide by this offset maximum to get values between [0,1] inclusive:
max_num = 10000; %// Define maximum number
N = 1000; %// Define size of vector
out = (randi(max_num, N, 1) - 1) / (max_num - 1); %// Output
If you want this to act more like rand but including 0 and 1, make the max_num variable quite large.
Mathematically, if you sample from a (continuous) uniform distribution on the closed interval [0 1], values 0 and 1 (or any value, in fact) have probability strictly zero.
Programmatically,
If you have a random generator that produces values of type double on the closed interval [0 1], the probability of getting the value 0, or 1, is not zero, but it's so small it can be neglected.
If the random generator produces values from the open interval (0, 1), the probability of getting a value 0, or 1, is strictly zero.
So the probability is either strictly zero or so small it can be neglected. Therefore, you shouldn't worry about that: in either case the probability is zero for practical purposes. Even if rand were of type (1) above, and thus could produce 0 and 1, it would produce them with probability so small that you would "never" see those values.
Does that sound strange? Well, that happens with any number. You "never" see rand ever outputting exactly 1/4, either. There are so many possible outputs, all of them equally likely, that the probability of any given output is virtually zero.
rand produces numbers from the open interval (0,1), which does not include 0 or 1, so you should never get those values.. This was more clearly documented in previous versions, but it's still stated in the help text for rand (type help rand rather than doc rand).
However, since it produces doubles, there are only a finite number of values that it will actually produce. The precise set varies depending on the RNG algorithm used. For Mersenne twister, the default algorithm, the possible values are all multiples of 2^(-53), within the open interval (0,1). (See doc RandStream.list, and then "Choosing a Random Number Generator" for info on other generators).
Note that 2^(-53) is eps/2. Therefore, it's equivalent to drawing from the closed interval [2^(-53), 1-2^(-53)], or [eps/2, 1-eps/2].
You can scale this interval to [0,1] by subtracting eps/2 and dividing by 1-eps. (Use format hex to display enough precision to check that at the bit level).
So x = (rand-eps/2)/(1-eps) should give you values on the closed interval [0,1].
But I should give a word of caution: they've put a lot of effort into making sure that output of rand gives an appropriate distribution of any given double within (0,1), and I don't think you're going to get the same nice properties on [0,1] if you apply the scaling I suggested. My knowledge of floating-point math and RNGs isn't up to explaining why, or what you might do about that.
I just tried this:
octave:1> max(rand(10000000,1))
ans = 1.00000
octave:2> min(rand(10000000,1))
ans = 3.3788e-08
Did not give me 0 strictly, so watch out for floating point operations.
Edit
Even though I said, watch out for floating point operations I did fall for that. As #eigenchris pointed out:
format long g
octave:1> a=max(rand(1000000,1))
a = 0.999999711020176
It yields a floating number close to one, not equal, as you can see now after changing the precision, as #rayryeng suggested.
Although not direct to the question here, I find it helpful to link to this SO post Octave - random generate number that has a one liner to generate 1s and 0s using r = rand > 0.5.

get vector which's mean is zero from arbitrary vector

as i know to get zero mean vector from given vector,we should substract mean of given vector from each memeber of this vector.for example let us see following example
r=rand(1,6)
we get
0.8687 0.0844 0.3998 0.2599 0.8001 0.4314
let us create another vector s by following operation
s=r-mean(r(:));
after this we get
0.3947 -0.3896 -0.0743 -0.2142 0.3260 -0.0426
if we calculate mean of s by following formula
mean(s)
we get
ans =
-5.5511e-017
actually as i have checked this number is very small
-5.5511*exp(-017)
ans =
-2.2981e-007
so we should think that our vector has mean zero?so it means that that small deviation from 0 is because of round off error?for exmaple when we are creating white noise or such kind off random uncorrelated sequence of data,actually it is already supposed that even for such small data far from 0,it has zero mean and it is supposed in this case that for example for this case
-5.5511e-017 =0 ?
approximately of course
e-017 means 10 to the power of -17 (10^-17) but still the number is very small and hypothetically it is 0. And if you type
format long;
you will see the real precision used by Matlab
Actually you can refer to the eps command. Although matlab uses double that can encode numbers down to 2.2251e-308 the precission is determined size of the number.
Use it in the format eps(number) - it tell you the how large is the influence of the least significant bit.
on my machine eg. eps(0.3) returns 5.5511e-17 - exactly the number you report.

generating odd random numbers using Matlab

I need some help on how to generate odd random numbers using Matlab. How do you generate odd random numbers within a given interval, say between 1 and 100?
Well, if I could generate EVEN random numbers within an interval, then I'd just add 1. :)
That is not as silly as it sounds.
Can you generate random integers? If you could, why not multiply by 2? Then you would have EVEN random integers. See above for what to do next.
There are tools in MATLAB to generate random integers in an interval. If not, then you could write your own trivially enough. For example, what does this do:
r = 1 + 2*floor(rand(N,1)*50);
Or this:
r = 1 + 2*randi([0 49], N,1);
Note that Rody edited this answer, but made a mistake when he did so when using randi. I've corrected the problem. Note that randi intentionally goes up to only 49 in its sampling as I have changed it. That works because 2*49 + 1 = 99.
So how about in the rand case? Why have I multiplied by 50 there, and not 49? This is taken from the doc for rand:
"r = rand(n) returns an n-by-n matrix containing pseudorandom values drawn from the standard uniform distribution on the open interval (0,1)."
So rand NEVER generates an exact 1. It can generate a number slightly smaller than 1, but never 1. So when I multiply by 50, this results in a number that is never exactly 50, but only potentially slightly less than 50. The floor then generates all integers between 0 and 49, with essentially equal probability. I suppose someone will point out that since 0 is never a possible result from rand, that the integer 0 will be under-sampled by this expression by an amount of the order of eps. If you will generate that many samples that you can see this extent of undersampling, then you will need a bigger, faster computer to do your work. :)