Code covered by the BSD License  

Highlights from
Generation of Random Variates

image thumbnail

Generation of Random Variates

by

James Huntley (view profile)

 

generates random variates from over 870 univariate distributions

mixpois_cdf(n,lambda,mu,bet)
% mixpois_cdf.m - evaluates a Sichel Mixed Poisson Cumulative Distribution.
%   See "Mixed Compound Poisson Distributions", G. Wilmot,   
%   Astin Bulletin, No.16, p. S59. 
%
%  Created by Jim Huntley,  06/06/11
%

function [cdf] = mixpois_cdf(n,lambda,mu,bet)

sum1 = mixpois_pdf(0, lambda, mu, bet);
for jn = 1:n
    sum1 = sum1 + mixpois_pdf(jn, lambda, mu, bet);
end
cdf = sum1;

return

Contact us