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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

expweib_pdf(x, gam, theta, sigma)
% expweib_pdf.m - evaluates an Exponentiated Weibull Probability Density.
%   See "Dataplot Reference Manual, EWECDF", Aux-159, NIST, 3/25/97.
%  Created by Jim Huntley,  8/04/04

function [pdf] = expweib_pdf(x, gam, theta, sigma)

%persistent coef

    coef = gam*theta/sigma;

arg = x ./ sigma;
pdf = coef*(1-exp(-arg^gam))^(theta-1) * exp(-arg^gam) * arg^(gam-1);


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