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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

makeham2_pdf(x, a, b, c)
% makeham2_pdf.m - evaluates a Makeham Probability Density.
%   See "Random Variable generation Using Concavity Properties of Transformed Densities", 
%   M. Evans and T. Swartz, U. Toronto.
%   Vector Form of PDF !!!
%  Created by Jim Huntley,  9/11/06

function [pdf] = makeham2_pdf(x, a, b, c)

pdf = (a+b.*c.^x) .* exp(-a.*x-b.*(c.^x-1)./log(c));    


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