I am trying to generate a Monte Carlo sample of the following model:
y=20/sqrt(x1)*10^((x2-x3)/20)*x4*10^((x5-x6)/20).
In Matlab, am using the following code to generate a random sample of N size for the k variables. The input variables are assumed to be uniformly distributed in (0;1)
%generation of uniform samples in (0;1)
for i=1:N
X=[];
T = rand(1,2*k);
%PREPARATION OF THE SAMPLE MATRIX X
A=T(1:k);
B=T(k+1:2*k);
X=[A;B];
for j=1:k;
Ab=A;
Ab(j)=B(j);
X=[X;Ab];
end
end
I have two questions: 1) How to define the model y = f(x1,..,x6)? 2) What if I would like to change the pdf of the parameters from uniform to e.g. log-uniform?
Thanks for your help.