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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

% ippois_cdf.m - evaluates an Inflated Parameter Poisson Cumulative Distribution.
%   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,  10/27/09

function [cdf] = ippois_cdf(n,lambda,rho)

sum1 = ippois_pdf(0,lambda,rho);
for jn = 1:n
    sum1 = sum1 + ippois_pdf(jn,lambda,rho);
cdf = sum1;


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