Generation of Random Variates
09 Feb 2012
generates random variates from over 870 univariate distributions
|dbtrlapl_pdf(x, P, Q)
% dbtrlapl_pdf.m - evaluates a Doubly Truncated Laplace Probability Density.
% See "Continuous Univariate Distributions", Johnson, Kotz and Balakrishnan,
% Vol.2, J. Wiley, 1995, p.171.
% Created by Jim Huntley, 10/10/08
function [pdf] = dbtrlapl_pdf(x, P, Q)
coef = 0.5 / (1-P-Q);
pdf = coef .* exp(-abs(x));