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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

ncgamma_pdf(x, alpha, theta)
% ncgamma_pdf.m - evaluates a Non-Central Gamma Probability Density.
%   See "Continuous Univariate Distributions", v.2, Johnaon, Kotz, and Balakrishnan,
%   J. Wiley, 1995, p.456.
%
%   Vector Form of PDF !!!
%
%  Created by Jim Huntley,  7/30/07
%

function [pdf] = ncgamma_pdf(x, alpha, theta)

pdf = exp(-theta-x) .* (x./theta).^(0.5*(alpha-1)) .* besseli(alpha-1,2.*sqrt(theta.*x));    

return

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