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Generation of Random Variates

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Generation of Random Variates

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generates random variates from over 870 univariate distributions

alpha_cdf(x, alpha, bet)
% alpha_cdf.m - evaluates an Alpha Cumulative Distribution.
%   See "Dataplot Reference Manual, ALPCDF", AUX-9, NIST, 3/24/97.
%
%  Created by Jim Huntley,  11/24/03
%
%

function [cdf] = alpha_cdf(x, alpha, bet)

arg1 = alpha - bet/x;
arg2 = alpha;
phi1 = (erf(arg1/sqrt(2)) + 1) / 2;			% Normal CDF of 'arg1'.
phi2 = (erf(arg2/sqrt(2)) + 1) / 2; 		% Normal CDF of 'arg2'.
cdf = phi1 / phi2;

return

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