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Generation of Random Variates

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Generation of Random Variates


James Huntley


generates random variates from over 870 univariate distributions

lsuccess_pdf(n, p, nn)
% lsuccess_pdf.m - evaluates Length of Longest Success Run Probability Density.
%   See "Simple Expressions for Success Run Distributions in Bernoulli Trials",
%   M. Muselli, Genoa.
%  Created by Jim Huntley,  01/02/08

function [pdf] = lsuccess_pdf(n, p, nn)

if(n == 1)
    cdf = lsuccess_cdf(1, p, nn);
    pdf = cdf(1);
elseif(n > 1)
    cdf2 = lsuccess_cdf(n, p, nn);
    cdf1 = lsuccess_cdf(n-1, p, nn);
    pdf = cdf2 - cdf1;


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