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Generation of Random Variates

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Generation of Random Variates


James Huntley (view profile)


generates random variates from over 870 univariate distributions

% besbirnsan_cdf.m - compute Bessel Birnbaum Sanders Cumulative Distribution Function.
%   See "A New Family of Life Distributions Based on Birnbaum-Sanders
%   Distribution", J.A. Diaz-Garcia and V. Leiva-Sanchez,
%   Vector Form of CDF!!!
%   Created by Jim Huntley,  12/08/09

function [cdf] = besbirnsan_cdf(x,alpha,bet,r,q)

tol = 1e-8;
trace = [];
warning off MATLAB:quad:MinStepSize;

minx = min(x);

% Integrate PDF to get CDF.
warning off MATLAB:quad:MinStepSize
sz = size(x,2);
for jz = 1:sz
    cdf(jz) = quad(@besbirnsan_pdf,minx,x(jz),tol,trace,alpha,bet,r,q);


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