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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

chaudhry_cdf(x, alpha, bet)
% chaudhry_cdf.m - tests a Chaudhry & Ahmad Cumulative Distribution.
%   See "Continuous Univariate Distributions", Vol.2, Johnson, Kotz, & Balakhrishnan,
%   J. Wiley, 1995, p.662.
%
%   Created by: J. Huntley, 10/02/08.
%

function[cdf] = chaudhry_cdf(x, alpha, bet)

%persistent rtalph rtbet rtab

%if(isempty(rtab))
    rtalph = sqrt(alpha);
    rtbet = sqrt(bet);
    rtab = rtalph*rtbet;
%end

cdf = 0.5 * (exp(2*rtab)*(exp(2*rtab)*erf((x^2*rtalph+rtbet)/x)+ ...
      exp(-2*rtab)*erf((x^2*rtalph-rtbet)/x)) - exp(4*rtab)) + 0.5;

return

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