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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

kummer_pdf(x, alpha, bet, gamm, delta)
% kummer_pdf.m - evaluatess a Kummer Probability Density.
%   See "Continuous Univariate Distributions", Johnson, Kotz, and Balakrishnan,
%   J. Wiley, v.2, 1995, 648. 
%
%   Vector Form of the PDF!!!
%
%  Created by Jim Huntley,  6/22/07
%

function [pdf] = kummer_pdf(x, alpha, bet, gamm, delta)

%persistent Cinv

%if(isempty(Cinv))
    nt = 250;
    tmax = 25;
    dt = tmax/(nt-1);
    t = eps:dt:tmax;
    kernt = exp(-(bet/delta).*t) .* t.^(alpha-1) .* (1+t).^(-gamm);
    Cinv = trapz(kernt) * dt / delta^alpha;
%end

pdf = exp(-bet.*x) .* x.^(alpha-1) ./ (Cinv .*(1+delta.*x).^gamm); 

return

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