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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

fishtip_cdf(x, a, omega, bet)
% fishtip_cdf.m - evaluates a Fisher Tippett Cumulative Distribution.
%   See "The Amoroso Distribution", G. E. Crooks, Tech. Note 003v5 (2010-01-14)
%  Created by Jim Huntley,  02/24/10

function [cdf] = fishtip_cdf(x, a, omega, bet)

%persistent coef

    coef = abs(bet/omega);

cdf = 1 - coef .* omega ./ (bet.*exp((-(a - x)./omega).^bet));


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