Random Laplacian distribution in a specified interval

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Gherbi Nabil
Gherbi Nabil on 15 Oct 2021
Commented: Gherbi Nabil on 18 Oct 2021
I try to write a function in matlab that generate a Random Laplacian distribution with output values in the range [0 0.5]; Could anyone suggest me how can I do this ? Thank you.

Accepted Answer

Jeff Miller
Jeff Miller on 15 Oct 2021
Here is a quick and dirty way to do this with Cupid:
location = 0; % set whatever Laplacian parameters you want.
scale = 1;
lower_limit = 0; % set whatever boundaries you want
upper_limit = 0.5;
trunc_lap = TruncatedX(Laplace(location,scale),lower_limit,upper_limit); % make the truncated distribution
r = trunc_lap.Random(1000,1); % generate a sample of random numbers
histogram(r); % view the random sample
The Laplace pdf and cdf are pretty simple so there is probably a more direct route if you want to work out the math.

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