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Generation of Random Variates

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Generation of Random Variates

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generates random variates from over 870 univariate distributions

erdos_cdf(x)
% erdos_cdf.m - test an Erdos and Kac Cumulative Distribution.
%   See "Generating Nonuniform Random Variates", Chap., 4, L. Devroye.
%
%   Created by:  J. Huntley,  09/08/06
%
     
function [cdf] = erdos_cdf(x)
     
coef = 4/pi;
jmax = 10;

sum1 = 0;
for jm = 1:jmax
    sum1 = sum1 + (-1)^(jm-1)*exp(-0.125* (2*jm-1)^2 * pi^2 / x^2)/(2*jm-1);
end
cdf = coef*sum1;

return

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