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Generation of Random Variates

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Generation of Random Variates



generates random variates from over 870 univariate distributions

burr3_pdf(x, a, b, p)
% burr3_pdf.m - evaluates a Burr III Probability Density.
%   See "Non Uniform Random Variates", L. Devroye, 1986 and
%   "Averaging Income Distributions", Griffiths et al. (web .pdf).
%  Created by Jim Huntley,  11/25/03

function [pdf] = burr3_pdf(x, a, b, p)

pdf = a * p * x^(a*p-1) * b^(-a*p) * (1+(x/b)^a)^(-p-1);


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