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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

binomhyp_pdf(n, p, N1, Np, N2)
% binomhyp_pdf.m - evaluates a Binomial Hypergeometric Probability Density.
%   See "Univariate Discrete Distributions", Johnson, Kemp, and Kotz,
%   J. Wiley, p.300, 2005. 
%
%  Created by Jim Huntley,  11/21/06
%

function [pdf] = binomhyp_pdf(n, p, N1, Np, N2)

% Initializations.
sum1 = 0;
jmin = n + 1;
jmax = min(N1,Np) + 1;
coef = 1 / binomial_coef(N2,N1);

for jn = jmin:jmax
    sum1 = sum1 + binomial_coef(Np,jn-1) * binomial_coef(N2-Np,N1-jn+1) * ...
                binomial_coef(jn-1,n) * p^n * (1-p)^(jn-n-1);
end
pdf = coef * sum1;

return


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