Code covered by the BSD License  

Highlights from
Generation of Random Variates

image thumbnail

Generation of Random Variates

by

James Huntley (view profile)

 

generates random variates from over 870 univariate distributions

lospowrat_pdf(x, nn, m, a)
% lospowrat_pdf.m - evaluates an Largest Order Statistic Power Ratio Probability Density.
%   See "Handbook of Beta Distribution and Its Applications", A.K Gupta &,
%   S. Nadarajah, 2004. 
%
%  Created by Jim Huntley,  09/12/11
%

function [pdf] = lospowrat_pdf(x, nn, m, a)

sx = size(x,2);
for jx = 1:sx
    if(x(jx) <= 1)
        pdf(jx) = nn .* m .* a .* x(jx).^(nn*a-1) ./ (m+nn);
    else
        pdf(jx) = nn .* m .* a .* x(jx).^(-m*a-1) ./ (m+nn);
    end
end

return

Contact us