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Generation of Random Variates

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Generation of Random Variates


James Huntley (view profile)


generates random variates from over 870 univariate distributions

dtrunweib_cdf(x, c, xi0, alpha, U, L)
% dtrunweib_cdf.m - evaluates a Doubly Truncated Weibull Cumulative Distribution.
%   See "Continuous Univariate Distributions", Johnson, Kotz and Balakrishnan,
%   J. Wiley, v.1, p.691, 1995.
%    Created by:    J. Huntley,  10/11/2007

function [cdf] = dtrunweib_cdf(x, c, xi0, alpha, U, L)

tol = 1e-8;
trace = [];
warning off MATLAB:quad:MinStepSize;

% Integrate PDF to get CDF.
warning off MATLAB:quad:MinStepSize
sz = size(x,2);
for jz = 1:sz
    cdf(jz) = quad(@dtrunweib_pdf,L,x(jz),tol,trace,c,xi0,alpha,U,L);


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