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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

genmarpol_pdf(n, rho, r, s, N)
% genmarpol_pdf.m - evaluates a Generalized Markov-Polya Probability Density.
%   See "On a Generalized Markov Polya Distribution", K. G. Janardan,   
%   Gujarat Statistical Review, Vol. 5, No.1, April, 1978.  
%
%  Created by Jim Huntley,  10/30/08
%

function[pdf] = genmarpol_pdf(n, rho, r, s, N)

%persistent coef q

%if(isempty(coef))
    q = 1 - rho;
    prod3 = 1;
    for jj = 1:N
        j = jj - 1;
        prod3 = prod3 * (1 + N*s + j*r);
    end
    coef = rho*q*(1+N*s) / prod3;
%end

prod1 = 1;
prod2 = 1;
for jj = 1:n
    j = jj - 1;
    prod1 = prod1 * (rho + n*s + j*r);
end
for jj = 1:N-n
    j = jj - 1;
    prod2 = prod2 * (q + N*s - n*s + j*r);
end 
pdf = coef * prod1 * prod2 * binomial_coef(N,n) / ...
          ((rho+n*s)*(q+N*s-n*s));

return



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