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Generation of Random Variates

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Generation of Random Variates



generates random variates from over 870 univariate distributions

genfrech_cdf(x, a, omega, nn, bet)
% genfrech_cdf.m - evaluates a Generalized Frechet Cumulative Distribution.
%   See "The Amoroso Distribution", G. E. Crooks, Tech. Note 003v5 (2010-01-14)
%  Created by Jim Huntley,  10/19/11

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

%persistent coef

    coef = bet * nn^2 / (nn^2 * bet);

argx = (x-a) ./ omega;
cdf = coef * exp(-nn*exp(-nn*bet*log(argx)));


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