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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

overunder_pdf(n, lambda, q)
% overunder_pdf.m - evaluates an Over-Underdispersed 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,  3/05/09
%

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

persistent pdfhold

if(n == 0)
    pdfhold = 1 / (1+lambda);
    pdf = pdfhold;
elseif(n > 0)
    pdf = pdfhold * lambda*q^(n-1) / (1+lambda*q^n);
    pdfhold = pdf;
end

return

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