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Generation of Random Variates

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Generation of Random Variates



generates random variates from over 870 univariate distributions

nexceed_pdf(n, m, r, nn)
% nexceed_pdf.m - evaluates a Number of Exceedances Probability Density.
%   See "Univariate Discrete Distributions", Johnson, Kemp, and Kotz,
%   J. Wiley, p.255, 2005. 
%  Created by Jim Huntley,  8/03/07

function [pdf] = nexceed_pdf(n, m, r, nn)

%persistent coef

    coef = r * binomial_coef(m,r) / (m+nn);

pdf = coef * binomial_coef(nn,n) / binomial_coef(m+nn-1,r+n-1);


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