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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

invgaus_pdf(x, gam, mu)
% invgaus_pdf.m - evaluates an Inverse Gauusian Probability Density.
%   See "Dataplot Reference Manual, IGCDF", 8-125, NIST, 3/20/1997.
%
%  Created by Jim Huntley,  11/20/03
%
%

function [pdf] = invgaus_pdf(x, gam, mu)

pdf = sqrt(gam/(2*pi*x^3)) * exp(-gam*(x-mu)^2/(2*x*mu^2));

return

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