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

function [pdf] = fishtip_pdf(x, a, omega, bet)

%persistent coef

    coef = abs(bet/omega);

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


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