Code covered by the BSD License  

Highlights from
Generation of Random Variates

image thumbnail

Generation of Random Variates


James Huntley (view profile)


generates random variates from over 870 univariate distributions

pearson2_pdf(x, a, b)
% pearson2_pdf.m - evaluates a Pearson II Probability Density.
%   See "Non-Uniform Random Deviates", L. Devroye, Chapter 9.
%  Created by Jim Huntley,  08/18/06
%  Vector Form of the PDF!!!

function [pdf] = pearson2_pdf(x, a, b)

C = 1 / (a^(-2*b)*(a^2)^b*gamma(b+1)/(1/a^2)^(1/2)*pi^(1/2)/gamma(b+3/2));
pdf =  C .* (1-(x./a).^2).^b;


Contact us