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Generation of Random Variates

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Generation of Random Variates



generates random variates from over 870 univariate distributions

match_cdf(n, nn)
% match_cdf.m - compute a Matching Cumulative Distribution Function.
%   See "Generating Non-Uniform Random Variates", Chap. 10, L. Devroye
%  Created by:  Jim Huntley,  09/06/06.

function [cdf] = match_cdf(n, nn)

sum1 = match_pdf(0, nn);
for jn = 1:n
    sum1 = sum1 + match_pdf(jn, nn);
cdf = sum1;

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