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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

logbirnsan_pdf(x, alpha, bet)
% logbirnsan_pdf.m - evaluates a Logistic Birnbaum Sanders Probability Density.
%   See "A New Family of Life Distributions Based on Birnbaum-Sanders
%   Distribution", J.A. Diaz-Garcia and V. Leiva-Sanchez,
%   http://www.cimat.mx/reportes/enlinea/I-02-17.pdf.
%
%   Vector Form of PDF!!!
%
%   Created by Jim Huntley,  12/07/09
%

function [pdf] = logbirnsan_pdf(x, alpha, bet)

%persistent coef

%if(isempty(coef))
    ymin = 0;
    ymax = 20;
    ny = 1000;
    dy = (ymax-ymin) / (ny-1);
    y = ymin:dy:ymax;
    Iy = quad(@kerny,ymin,ymax,1e-9,[]);
    coef = 1 / (2*alpha*sqrt(bet)*Iy);
%end

argx = (x./bet + bet./x - 2) ./ alpha^2;
pdf = coef .* (x+bet) .* exp(-argx) ./ (x.^(1.5).*(1+exp(-argx)).^2);

return

function [kern] = kerny(y)

emy = exp(-y);
kern = emy ./ (sqrt(y).*(1+emy).^2);

return

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