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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

nbinomtri_pdf(n, theta, alpha)
% nbinomtri_pdf.m - evaluates a Negative Binomial Triangular Probability Density.
%   See "The Polygonal Distribution", D. Karlis and E. Xekalaki,
%   Inter Conf Math and Stat Modeling, June 28-30, 2006.
%
%  Created by Jim Huntley,  12/20/07
%

function [pdf] = nbinomtri_pdf(n, theta, alpha)

arg1 = alpha+2;
arg2 = n+1;
arg3 = alpha+1;
arg4 = n+2;
pdf = 2 * exp(gammaln(alpha+n)- gammaln(n+1) -gammln(alpha)) * (betainc(theta,arg1,arg2)*beta(arg1,arg2)/theta + ...
          beta(arg3,arg4)*(1 - betainc(theta,arg3,arg4))/(1-theta));

return


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