Generation of Random Variates
09 Feb 2012
generates random variates from over 870 univariate distributions
|mckay2_pdf(x, a, b, c)
% mckay2_pdf.m - evaluates a McKay II 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] = mckay2_pdf(x, a, b, c)
D = (1 - c^2)^(a+0.5) / (sqrt(pi) * 2^a * b * gamma(a+0.5));
for jx = 1:size(x,2);
if(abs(x(jx)) < eps)
x(jx) = eps;
arg = x ./ b;
pdf = D .* abs(arg).^a .* exp(-c.*arg) .* besselk(a,abs(arg));