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opencvrandomprobability-density

Generating samples according to arbitrary continous probability density


I have a known probability density for a continuous random variable. How do I generate points that follow this probability density using OpenCV in C++? i.e I want to do what the RNG::uniform does, but for an arbitrary probability distribution. Thanks in advance.


Solution

  • As I know, OpenCV has no functions for your task, but using RNG::uniform you can generate samples as you want, take a look at this paper: paper.