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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

lambdamu_pdf(x, lambda, mu)
% lambdamu_pdf.m - evaluates a Lambda - Mu Probability Density.
%   See "The  Lambda - Mu General Fading Distribution", 
%   G. Fraidenraich and M. D. Yacoub, U. Campinas, Proc. SBMO/IEEE MTT-5 IMOC 2003.
%
%   Vector Form of PDF !!!
%
%  Created by Jim Huntley,  09/19/06
%

function [pdf] = lambdamu_pdf(x, lambda, mu)

%persistent arg coef tmu

%if(isempty(arg))
    arg = 1-lambda^2;
    %coef = 4 * sqrt(pi) * mu^(mu+0.5) / (lambda^(mu-0.5)*sqrt(arg)*gamma(mu));
    coef = exp(log(4 * sqrt(pi) * mu^(mu+0.5)) - log(lambda^(mu-0.5)*sqrt(arg)) + gammaln(mu));
    tmu = 2 * mu;
%end

pdf = coef .* exp(-tmu.*x.^2/arg) .* x.^tmu .* besseli(mu-0.5,tmu*lambda.*x.^2./arg);  

return

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