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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

lrstat_pdf(x, r, nn, k)
% lrstat_pdf.m - evaluates a Likelihood Ratio-Statistic Probability Density.
%   See "An Exact, Unified Distributional Characterization of
%   Statistics used to Test Linear Hypotheses in Simple Regression
%   Models", T. Parker, 20 May, 2010. 
%
%  Created by Jim Huntley,  10/18/11
%

function [pdf] = lrstat_pdf(x, r, nn, k)

%persistent coef rd2 nmk

%if(isempty(coef))
    rd2 = 0.5 * r;
    nmk = nn - k;
    coef = 1 / (nn .* beta(nmk/2,rd2));
%end

argx = exp(x./nn);
pdf = coef .* argx .*(argx-1).^(rd2-1) ./ (argx.^((r+nmk)/2));

return

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