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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

pearson6_pdf(x, a, b)
% pearson6_pdf.m - evaluates the Pearson 6 PDF.  
% See "Non-Uniform Random Deviates", L. Devroye, McGill, p.427, web.
%
% Vector Form!
%
% Created by:   Jim Huntley,  07/19/05.
%

function [pdf] = pearson6_pdf(x, a, b)

B = exp(gammaln(a) + gammaln(b) - gammaln(a+b));
pdf = x.^(a-1) ./ (B .* (1+x).^(a+b));

return

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