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Generation of Random Variates

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Generation of Random Variates


James Huntley


generates random variates from over 870 univariate distributions

lagpois_cdf(n, theta, alpha)
% lagpois_cdf.m - compute Lagrangian Poisson Cumulative Distribution Function.
%   See "Some Characterizations for the Exponential Class of Distributions", 
%   P. C. Consul, IEEE trans. on Reliability, vol. 44, No. 3, Sept., 1995.
%  Created by:  Jim Huntley,  08/02/06.

function [cdf] = lagpois_cdf(n, theta, alpha)

sum1 = lagpois_pdf(0,theta,alpha);
for jn = 1:n
    sum1 = sum1 + lagpois_pdf(jn, theta, alpha);
cdf = sum1;

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