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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

cox2_cdf(x,p,lambda1,lambda2)
% cox2_cdf.m - evaluate a Coxian-2 Cumulative Distribution Function.
%   See "A Simple Approximation to a Renewal Function", E. Smeltink and
%   R. Dekker, Free U., IEE Trans. on Reliability, Vol. 39, No. 1, April, 1990.
%
%   Created by:  Jim Huntley,  10/09/06.
%

function [cdf] = cox2_cdf(x,p,lambda1,lambda2)

if(lambda1 == lambda2)    
    cdf = 1 + (lambda1.*x.*(p-1) - 1) .* exp(-lambda1.*x);
else    
    cdf = 1 - (p.*lambda1-lambda2) .* exp(-lambda1.*x) ./ (lambda1-lambda2) - ...
          (1 -(p.*lambda1-lambda2)./(lambda1-lambda2)) .* exp(-lambda2.*x);
end

return

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