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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

dblray_cdf(x, mu, sigma)
% dblray_cdf.m - evaluates a Double Rayleigh Cumulative Distribution.
%   See "Continuous Univariate Distributions", Johnson, Kotz and Balakrishnan,
%   Vol.1, J. Wiley, 1995, p.480.
%
%  Created by Jim Huntley,  10/10/08
%

function [cdf] = dblray_cdf(x, mu, sigma)

%persistent sigma2 coef

%if(isempty(coef))
    sigma2 = sigma^2;
    coef = 1 / (2*sigma2);
%end

if(x <= mu)
    cdf = coef * exp(-coef*(x-mu)^2)*sigma2;
elseif(x > mu)
    cdf = -coef * (exp(-coef*(x-mu)^2)-2)*sigma2;
end

return


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