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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

mccullagh1_pdf(x, n, theta)
% mccullagh1_pdf.m - evaluates a McCullagh 1 Probability Density.
%   See "Continuous Univariate Distributions", v.2, Johnson, Kotz, & Balakrishnan,
%   J. Wiley, 1995, p.615 and "Some Statistical Properties of a Family of Continuous Univariate
%   Distributions", P. McCullagh, U. Chicago, JASA, v.84, No.405, p.125, 1989.
%
%   Vector Form of PDF !!!
%
%  Created by Jim Huntley,  7/11/07
%

function [pdf] = mccullagh1_pdf(x, n, theta)

nu = n/2;
pdf = (1-x.^2).^(nu-0.5) .* (abs(theta))^n ./ ((1-2.*theta.*x+theta^2).^nu .* beta(nu+0.5,0.5));

return

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