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Generation of Random Variates

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Generation of Random Variates



generates random variates from over 870 univariate distributions

hoppe_pdf(n, N, a)
% hoppe_pdf.m - evaluates a Hoppe's Urn Probability Density.
%   "On the Number of Consecutive Successes in Bernoulli Trials",
%   L. Holst, Royal Inst. of Tech, Stockholm. 
%  Created by Jim Huntley,  02/26/07

function [pdf] = hoppe_pdf(n, N, a)

%persistent aN

    sum = 0;
    for jj = 1:N
        sum = sum + stirling1(N,jj) * a^jj;
    aN = sum;

pdf = stirling1(N,n) * a^n / aN;


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