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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

morse_pdf(n, lambda, q)
% morse_pdf.m - evaluates a Morse Probability Density.
%   See "Steady-State Markov Chain models for Certain q-confluent Hypergeometric 
%   Distributions", A.W. Kemp, Journal of Stat. Planning and Inference", 
%   vol.135, 2005, p.107.
%
%  Created by Jim Huntley,  2/19/09
%

function [pdf] = morse_pdf(n, lambda, q)

sumlim = 10 / (1-q);            % heuristic.

sumjn = 0;
for jn = 1:sumlim+1
    j = jn - 1;
    sumjn = sumjn + lambda^j * q^(j*(j-1)/2);
end
pdf = lambda^n * q^(n*(n-1)/2) / sumjn;

return

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