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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

lagpois_pdf(n, theta, alpha)
% lagpois_pdf.m - evaluates a Lagrangian Poisson Probability Density.
%   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,  8/02/06
%

function [y] = lagpois_pdf(n, theta, alpha)

%y = (1+alpha*n)^(n-1) * theta^n * exp(-theta*(1+alpha*n)) / exp(gammaln(n+1));
y = exp((n-1)*log(1+alpha*n) + n*log(theta) - theta*(1+alpha*n) - gammaln(n+1));

return

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