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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

irwinhall_cdf(x,a,k)
%irwinhall_cdf.m - evaluates an Irwin Hall Cumulative Distribution.
%   "Continuous Univariate Distributions", v.2, Johnson, Kotz, and Balakrishnan,
%   Wiley, 1996, p. 296.

function[cdf] = irwinhall_cdf(x,a,k)

tol = 1e-8;
trace = [];
warning off MATLAB:quad:MinStepSize;

minx = min(x);

% Integrate PDF to get CDF.
warning off MATLAB:quad:MinStepSize
sz = size(x,2);
for jz = 1:sz
    cdf(jz) = quad(@irwinhall_pdf,minx,x(jz),tol,trace,a,k);
end

return
    
    
    
    



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