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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

func(theta,a,b)
% func.m
% Note that the following is a seperate file named 'func.m'
% This returns a function which is the integrand of a
% proper integral (evaluated from 0 to 2*pi) that is
% used in computing Marcum's Q function.
%
%  Created by:  E. Homier, "Numerically Stable Computation of Marcum's Q Function", 4/20/99.
%

function y = func(theta,a,b)

y = exp(a.*b.*cos(theta))./(1+(a./b).^2-2*(a./b).*cos(theta));

return

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