Code covered by the BSD License  

Highlights from
Generation of Random Variates

image thumbnail

Generation of Random Variates

by

James Huntley (view profile)

 

generates random variates from over 870 univariate distributions

comlapgam_pdf(x, alpha, bet, theta)
% comlapgam_pdf.m - evaluates a Compound Laplace Gamma Probability Density.
%   See "Continuous Univariate Distributions", v.2, Johnson, Kotz, & Balakrishnan,
%   J. Wiley, p.194, 1995. 
%
%  Created by Jim Huntley,  12/05/06
%

function [pdf] = comlapgam_pdf(x, alpha, bet, theta)

pdf = 0.5 * alpha * bet * (1 + abs(x-theta)*bet)^(-alpha-1);

return


Contact us