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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

% betnegbin_cdf.m - compute Beta Negative Binomial Cumulative Distribution Function.
%   See "Linearity of Regression for Non-Adjacent Weak Records", Wesolowski and Ahsanullah,
%   PolyTechnika Warsawska, Statistica Sinica, v.11, p. 39, 2001.                 
%  Created by:  Jim Huntley,  11/17/06.

function [cdf] = betnegbin_cdf(n,alpha,bet,gam)

sum1 = betnegbin_pdf(0, alpha, bet, gam);
for jn = 1:n
    sum1 = sum1 + betnegbin_pdf(jn, alpha, bet, gam);
cdf = sum1;


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