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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

mckay1_pdf(x, a, b, c)
% mckay1_pdf.m - evaluates a McKay I Probability Density.
%   See "Sum & Difference of 2 Squared Correlated Nakagami Variates
%   in Connection with the McKay Distribution", H. Holm & M-S Alouini,
%   IEEE Trans. Comm., Vol. 52, No. 8, August 2004, p. 1368.
%
%   Vector Form of PDF !!!
%
%  Created by Jim Huntley,  03/31/05
%

function [pdf] = mckay1_pdf(x, a, b, c)

D = sqrt(pi) * (c^2 - 1)^(a+0.5) / (2^a * b * gamma(a+0.5));
arg = x ./ b;
pdf = D .* arg.^a .* exp(-c.*arg) .* besseli(a,arg);

return

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