Code covered by the BSD License  

Highlights from
Generation of Random Variates

image thumbnail

Generation of Random Variates


James Huntley (view profile)


generates random variates from over 870 univariate distributions

ipgeom_pdf(n, p, rho)
% ipgeom_pdf.m - evaluates an Inflated Parameter Geometric Probability Density.
%   See "Inflated-Parameter Family of Generalized Power Series Distributions
%   and their Application in Analysis of Overdispersed Insurance Data", 
%   N. Kolev et al. ARCH 00V211.PDF
%  Created by Jim Huntley,  09/17/09

function [pdf] = ipgeom_pdf(n, p, rho)

if(n == 0)
    pdf = p;
elseif(n > 0)
    pdf = (1-p) * ((1-p)*(1-rho) + rho)^(n-1)*p*(1-rho);


Contact us