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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

lagbeta_pdf(x, n, alpha, bet, r)
% lagbeta_pdf.m - evaluates a Lagrangian Beta Probability Density.
%   See "Continuous Univariate Distributions", v.2, Johnson, Kotz, & Balakrishnan
%   J. Wiley, 1995, 255. 
%
%   Text gives incorrect PDF!!!
%
%  Created by Jim Huntley,  7/03/07
%

function [pdf] = lagbeta_pdf(x, n, alpha, bet, r)

arg = alpha * x;

sum1 = 0;
for jj = 1:r-1
    bc = binomial_coef(n+bet*(jj-1),jj-1);
    sum1 = sum1 - bc * alpha * arg^(jj-2) * (1 - arg)^(n+bet*(jj-1)-jj) ...
                    * ((jj-1)*(1-arg) - alpha*(n+bet*(jj-1)-jj+1)*x) ...
                    / (n+bet*(jj-1));
end
pdf = n * sum1;
    
return

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