Latin hypercube sample from beta distribution with matlab

Question

I need to extract 10000 samples from a beta distribution with the help of Latin hypercube. the lhsnorm command only helps in case of a normal distribution. I also could not find much under lhsdesign. How should I do this?

Thanks in advance.

Answer 1

You can use lhsdesign to get a set of uniformly distributed numbers, then using Inverse transform sampling method you convert them to beta distribution. For example:

X = lhsdesign(10000,1);
Y = betainv(X,5,2);
histogram(Y)