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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

hcauchy_pdf(x, sigma, mu)
% hcauchy_pdf.m - evaluates a Half Cauchy Probability Density.
%   See "Applied Robust Statistics", Chapter 3, D.J. Olive, p. 71.
%   http://www.math.siu.edu/olive/ol-bookp.htm.
%
%  Created by Jim Huntley,  01/20/10
%

function [pdf] = hcauchy_pdf(x, sigma, mu)

%persistent coef

%if(isempty(coef))
    coef = 2 / (pi*sigma);
%end

pdf = coef ./ (1 + ((x-mu)./sigma).^2);
%cdf = 2 .* atan((x-mu)./sigma) ./ pi;
        
return

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