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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

lorentz_cdf(x)
% lorentz_cdf.m - evaluates a Cumulative Lorentz Probability Distribution.
%   See FORTRAN code: prob_f90, John Burkhardt, 12/19/99.
%
%  Translated/Modified by Jim Huntley,  03/10/04
%
%

function [cdf] = lorentz_cdf(x)

    cdf = 0.5 + atan(x)/pi;

return

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