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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

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;
    end
end

arg = x ./ b;
pdf = D .* abs(arg).^a .* exp(-c.*arg) .* besselk(a,abs(arg));

return

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