I have worked out the theoretical PDF and CDF of the channel matrix eigenvalue by equations in my paper.

Thus in order to verify that my equations is correct,

I want to simulate and verify my theoretical deductions with matlab.

I can do the simulation of my theoretical results.

But how to simulate the real PDF and CDF with matlab to compare with my results?

I should adopt the monte carlo method, right? Then how to do this?

I appreciate it very much if you can help me out.

Thank you!

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