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Generation of Random Variates

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Generation of Random Variates


James Huntley (view profile)


generates random variates from over 870 univariate distributions

invexp_pdf(x, theta)
% invexp_pdf.m - evaluates an Inverse Exponential Probability Density.
%   See "The Amoroso Distribution", G. E. Crooks, Tech. Note 003v5 (2010-01-14)
%  Created by Jim Huntley,  02/22/10

function [pdf] = invexp_pdf(x, theta)

argx = theta ./ x;
pdf = argx.^2 .* exp(-argx) ./ theta;


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