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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

% bohman_pdf.m - evaluates a Bohman Probability Density.
%   See "Discussions of Papers Already Published, 'A Risk Model with Multilayer Dividend Strategy, Hansjorg Albrecher
%   and Jurgen Hartinger, April 2007",   
%  Created by Jim Huntley,  10/01/08

function[pdf] = bohman_pdf(x)

pdf = 0.5.*exp(-0.5.*x)/3 + 4.*exp(-2.*x)/3;


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