I have a support (supp_epsilon
) and a probability mass function (pr_mass_epsilon
) in Matlab, constructed as follows.
supp_epsilon=[0.005 0.01;
0.01 0.015;
0.015 0.02;
0.02 0.025];
suppsize_epsilon=size(supp_epsilon,1);
pr_mass_epsilon=zeros(suppsize_epsilon,1);
mu_epsilon=[0; 0];
sigma_epsilon=[1 0.5; 0.5 1];
pr_mass_epsilon=zeros(suppsize_epsilon,1);
for j=1:suppsize_epsilon
pr_mass_epsilon(j)=mvnpdf(supp_epsilon(j,:),mu_epsilon.',sigma_epsilon)/sum(mvnpdf(supp_epsilon,mu_epsilon.',sigma_epsilon));
end
Note: supp_epsilon
is 4x2
. Each 1x2
row of supp_epsilon
is an element of the support of interest.
Question: I want to draw n=10
vectors of size 1x2
from pr_mass_epsilon
. Each of these vectors has to be a row of supp_epsilon
. For n
very large the empirical frequency of the drawn vectors has to be close to pr_mass_epsilon
.
How can I do this?
Note: This question addresses the scalar case where the answer suggests to use randsample
.