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Generation of Random Variates

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Generation of Random Variates


James Huntley


generates random variates from over 870 univariate distributions

dist_cdf(n, nmin, m, a, b)
% dist_cdf.m - compute a Discrete T Cumulative Distribution Function.
%   See "The Discrete Student's T Distribution, J.K. Ord, Annals of Math Stat, 1968, 
%   Vol.39, No.5, p.1513.
%  Created by:  Jim Huntley,  09/07/06.

function [cdf] = dist_cdf(n, nmin, m, a, b)

sum1 = 0;
for jn = 1:n-nmin+1
    sum1 = sum1 + dist_pdf(jn+nmin-1, nmin, m, a, b);
cdf = sum1;

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