Code covered by the BSD License  

Highlights from
Generation of Random Variates

image thumbnail

Generation of Random Variates

by

James Huntley (view profile)

 

generates random variates from over 870 univariate distributions

kotz_pdf(x, q, r, s)
% kotz_pdf.m - evaluates a Kotz Probability Density.
%   See "A New Fatique Life Model Based on the Family of Skew-Elliptical Distributions", 
%   F. Vilca-Labra and V. Leiva-Sanchez, Universidade de Campinas, Sao Paolo, Brasil, web.
%
%   Vector Form of PDF !!!
%
%  Created by Jim Huntley,  7/07/06
%

function [pdf] = kotz_pdf(x, q, r, s)

arg = (2*q-1)/(2*s);
%coef = s * r^arg / gamma(arg);
coef = exp(log(s) + arg*log(r) - gammaln(arg));
 
pdf = coef .* x.^(2*(q-1)) .* exp(-r.*x.^(2*s));    

return

Contact us