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

dbtrlogis_cdf(x, P, Q, k)
% dbtrlogis_cdf.m - evaluates a Doubly Truncated Logistic Cumulative Distribution.
%   See "Continuous Univariate Distributions", Johnson, Kotz and Balakrishnan,
%   Vol.2, J. Wiley, 1995, p.142.
%
%  Created by Jim Huntley,  10/13/08
%

function [cdf] = dbtrlogis_cdf(x, P, Q, k)

%persistent Q1

%if(isempty(Q1))
    Q1 = (1 - ((1-Q)/Q)^k) / k;
%end

cdf = 1 / ((P-Q)*(1+(1-k*x)^(1/k))) - 1 / ((P-Q)*(1+(1-k*Q1)^(1/k)));

return


Contact us