Code covered by the BSD License  

Highlights from
Generation of Random Variates

image thumbnail

Generation of Random Variates

by

 

generates random variates from over 870 univariate distributions

flimit_pdf(x, alpha)
% flimit_pdf.m - evaluates an F Limit Probability Density.
%   See "Continuous Univariate Distributions", Johnson, Kotz & Balakrishnan,
%   Vol. 2, J. Wiley, 1995, p.352.
%
%   Note: PDF in text does not appear to be correct!!!
%
%  Created by Jim Huntley,  11/15/06
%

function[pdf] = flimit_pdf(x, alpha)

%persistent pa sinpd2a cospd2a ad2

%if(isempty(pa))
    pa = pi*alpha;
    sinpd2a = sin(0.5*pa);
    cospd2a = cos(0.5*pa);
    ad2 = 0.5 * alpha;
%end

pdf = x.^(ad2-1) ./ (pi.*sinpd2a.*(1+((x.^ad2+cospd2a)./sinpd2a).^2));

return



Contact us