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Generation of Random Variates

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Generation of Random Variates


James Huntley (view profile)


generates random variates from over 870 univariate distributions

genbeta2_cdf(x, a, b, gam)
% genbeta2_cdf.m - evaluatess a Generalized Beta II Cumulative Distribution.
%   See "A Generalized Beta Distribution II",  S. Nadarajah and S. Kotz 
%  Created by Jim Huntley,  02/09/10

function [cdf] = genbeta2_cdf(x, a, b, gam)

%persistent coef

    coef = b * beta(a,b) / ((a+b)*beta(a,b+gam));

cdf = coef .* x.^(a+b) .* pfq([1-gam,a],a+b+1,x);


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