Code covered by the BSD License  

Highlights from
Generation of Random Variates

image thumbnail

Generation of Random Variates

by

 

generates random variates from over 870 univariate distributions

leakurn_pdf(n, p, b, c)
% leakurn_pdf.m - evaluates a Leaking Urn Probability Density.
%   See "Univariate Discrete Distributions", Johnson, Kemp & Kotz,
%   J. Wiley, 2005, 442. 
%
%  Created by Jim Huntley,  7/16/07
%

function [pdf] = leakurn_pdf(n, p, b, c)

%persistent coef

%if(isempty(coef))
    %coef = factorial(c) / (factorial(n)*c^b);
    coef = exp(gammaln(c+1) - (gammaln(n+1)+b*log(c)));
%end

sum1 = 0;
for ji = 1:c-n+1
    %sum1 = sum1 + (-1)^(ji-1) * (c-p*(n+ji-1))^b - (factorial(j-1)*factorial(c-n-ji+1));
    sum1 = sum1 + (-1)^(ji-1) * exp(b*log((c-p*(n+ji-1))) - (gammaln(ji)+gammaln(c-n-ji+2)));
end
pdf = coef * sum1;
    
return

Contact us