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Generation of Random Variates

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Generation of Random Variates

by

James Huntley (view profile)

 

generates random variates from over 870 univariate distributions

irwinhall_pdf(x,a,k)
%irwinhall_pdf.m - evaluates an Irwin Hall Probability Density Distribution.
%   "Continuous Univariate Distributions", v.2, Johnson, Kotz, and Balakrishnan,
%   Wiley, 1996, p. 296 (with modifications for normalization).
%
%   Created by: J. Huntley, 06/12/07
%

function[pdf] = irwinhall_pdf(x,a,k)

n = k + 1;
coef = (log(n) - n*log(a));

for jx = 1:size(x,2)
    sum1 = 0;
    for jj = 1:k+1
        sum1 = sum1 + (-1)^(jj-1) * binomial_coef(n,jj-1) * (x(jx)-a*(jj-1))^k;
    end
    pdf(jx) = exp(coef + log(sum1+eps));
end

return
    
    
    
    



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