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Generation of Random Variates

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Generation of Random Variates

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generates random variates from over 870 univariate distributions

genf_pdf(x, a, p, q)
% genf_pdf.m - evaluates a Generalized F Probability Density.
%   See "Continuous Univariate Distributions", Johnson, Kotz, & Balakrishnan,
%   Wiley, v.2, 1995, p.349.
%
%   Vector Form of PDF !!!
%
%  Created by Jim Huntley,  2/06/07
%

function [pdf] = genf_pdf(x, a, p, q)

%persistent coef ppq exp1

%if(isempty(coef))
    % Initializations.
    Bpq = beta(p,q);
    absa = abs(a);
    ppq = p + q;
    exp1 = a*p - 1;
    coef = absa / Bpq;
%end

pdf = coef .* x.^exp1 ./ ((1 + x.^a).^ppq);    

return

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