Generation of Random Variates
09 Feb 2012
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)
Q1 = (1 - ((1-Q)/Q)^k) / k;
cdf = 1 / ((P-Q)*(1+(1-k*x)^(1/k))) - 1 / ((P-Q)*(1+(1-k*Q1)^(1/k)));