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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

parnprod2_pdf(x, nn, a, k)
% test_parnprod2.m - tests a Pareto n-Product  constant "a" Probability Density.
%   See "Continuous Univariate Distributions", Vol.1, Johnson, Kotz
%   and Balakrishnan, p.605, 1995.
%
%   Vector form of PDF!!!
%
%  Created by Jim Huntley,  04/08/09
%

function [pdf] = parnprod2_pdf(x, nn, a, k)

%persistent m glnnn

%if(isempty(m))
    m = prod(k);
    glnnn = gammaln(nn);
%end

arg = x ./ m;
%pdf = (a.*log(arg)).^(nn-1) .* arg.^(-a) .* (a./x) ./ gamma(nn);
pdf = exp((nn-1).*log(a.*log(arg)) - a.*log(arg) + log(a./x) - glnnn);

return

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