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Generation of Random Variates

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Generation of Random Variates



generates random variates from over 870 univariate distributions

bessel_cdf(n, a, nu)
% bessel_cdf.m - compute Bessel Cumulative Distribution Function.
%   See "Simulating Bessel Random Variables", L. Devroye, 6/13/01
%  Created by:  Jim Huntley,  08/05/04.

function [cdf] = bessel_cdf(n, a, nu)

sum1 = bessel_pdf(0, a, nu);
for jn = 1:n
    sum1 = sum1 + bessel_pdf(jn, a, nu);
cdf = sum1;

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