Binomial random variable, a discrete random variable, models the number of successes in
Generating binomial random sequence in Matlab
Let X denotes the total number of successes in
A binomial random variable can be simulated by generating
function X = binomialRV(n,p,L)
%Generate Binomial random number sequence
%n - the number of independent Bernoulli trials
%p - probability of success yielded by each trial
%L - length of sequence to generate
X = zeros(1,L);
for i=1:L,
X(i) = sum(bernoulliRV(n,p));
end
end
Following program demonstrates how to generate a sequence of binomially distributed random numbers, plot the estimated and theoretical probability mass functions for the chosen parameters (Figure 1).
n=30; p=1/6; %number of trails and success probability
X = binomialRV(n,p,10000);%generate 10000 bino rand numbers
X_pdf = pdf('Binomial',0:n,n,p); %theoretical probility density
histogram(X,'Normalization','pdf'); %plot histogram
hold on; plot(0:n,X_pdf,'r'); %plot computed theoreical PDF
PMF sums to unity
Let’s verify theoretically, the fact that the PMF of the binomial distribution sums to unity. Using the result of Binomial theorem↗,
Mean and variance
The mean number of success in a binomial distribution is
The variance is
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Topics in this chapter
Random Variables - Simulating Probabilistic Systems ● Introduction ● Plotting the estimated PDF ● Univariate random variables □ Uniform random variable □ Bernoulli random variable □ Binomial random variable □ Exponential random variable □ Poisson process □ Gaussian random variable □ Chi-squared random variable □ Non-central Chi-Squared random variable □ Chi distributed random variable □ Rayleigh random variable □ Ricean random variable □ Nakagami-m distributed random variable ● Central limit theorem - a demonstration ● Generating correlated random variables □ Generating two sequences of correlated random variables □ Generating multiple sequences of correlated random variables using Cholesky decomposition ● Generating correlated Gaussian sequences □ Spectral factorization method □ Auto-Regressive (AR) model |
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