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Generation of Random Variates

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Generation of Random Variates


James Huntley (view profile)


generates random variates from over 870 univariate distributions

% modnorm_cdf.m - compute Modified Normal Cumulative Distribution Function.
%   See "Continuous Univariate Distributions", v.1, Johnson, Kotz, & Balakrishnan, 
%   J. Wiley, 1995, p.172.
%   Vector Form of CDF !!!
%  Created by Jim Huntley,  7/12/07

function [cdf] = modnorm_cdf(x,a,sigma)

% Integrate PDF to get CDF.
pdf = modnorm_pdf(x, a, sigma);
sz = size(x,2);
for jz = 1:sz
    cdf(jz) = simps(x(1:jz),pdf(1:jz));


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