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Generation of Random Variates

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Generation of Random Variates



generates random variates from over 870 univariate distributions

error2_pdf(x, delta, theta, phi)
% error2_pdf.m - evaluates an Error Probability Density.
%   See "Continuous Univariate Distributions", Johnson, Kotz, and
%   Balakrishnan, V2, J. Wiley, , p.195, 1996.
%       Vector form of the PDF!!!
%  Created by Jim Huntley,  11/14/06

function[pdf] = error2_pdf(x, delta, theta, phi)

%persistent coef

    coef = exp(-((0.5*delta+1)*log(2) + gammaln(0.5*delta+1) + log(phi)));

pdf = coef .* exp(-0.5*abs((x-theta)./phi).^(2/delta));


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