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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

hotel_cdf(x,n,rho)
% hotel_cdf.m - compute Hotelling r Cumulative Distribution Function.
%   See "Continuous Univariate Distributions", Johnson, Kotz, & Balakrishnan, 
%   J. Wiley, V. 2, p.549, 1995.              
%
%               Vector Form of CDF !!!
%
%  Created by:  Jim Huntley,  03/15/07.
%

function [cdf] = hotel_cdf(x,n,rho)

pdf = hotel_pdf(x,n,rho);

for jz = 1:size(x,2)
    if(jz == 1)
        cdf(jz) = trapz(pdf(1:jz));
    elseif(jz == 2)
        dx = x(2) - x(1);
        cdf(jz) = trapz(pdf(1:jz))* dx;
    elseif(jz > 2)
        dx = x(2) - x(1);
        cdf(jz) = simps(pdf(1:jz)) * dx;
    end
end

return



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