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How to generate random numbers from a scaled beta PDF?

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esperanta
esperanta on 23 May 2020
Answered: Jeff Miller on 24 May 2020
Hello! I generated a scaled Beta PDF with parameters a=3, b=3, scaled in the interval [-0.5,0.5] by using the function Scaled_BetaPDF, whose output are the probabilities of each element in the interval. However, I am not sure how to generate one random number from such a distribution.
My code to generate the PDF:
X=-0.5:.1:0.5;
Scaled_BetaPDF(X, 3, 3, -0.5, 0.5)
Then, in order to generate a random number from this distribution, I tried the following codes (obviously wrong):
random(Scaled_BetaPDF(X, 3, 3, -0.5, 0.5))
which gave me the error "Error using random The NAME argument must be a distribution name.".
How can generate random numbers from a PDF that I create with a specific function?
Thanks

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Accepted Answer

Jeff Miller
Jeff Miller on 24 May 2020
Generate regular beta random numbers and then rescale them. I guess you want to generate randomly from the regular beta(3,3) distribution and then subtract 0.5.

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