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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

pearson7_pdf(x, m, MM)
% pearson7_pdf.m - evaluates the Pearson 7 Probability Density.  
% See "A Skewed Truncated Pearson Type VII Distribution", S. Nadarajah and A. K. Gupta,
% J. Japan Statistical Soc., Vol. 35, No. 1, 2005.
%
% Created by:   Jim Huntley,  08/25/06.
%

function [pdf] = pearson7_pdf(x, m, MM)

%persistent gamlnmmoh lrtpi gamlnmm1

%if(isempty(lrtpi))
    lrtmpi = log(sqrt(m*pi));
    gamlnmmoh = gammaln(MM-0.5);
    gamlnmm1 = gammaln(MM-1);
%end

%pdf = gamma(MM-0.5) .* (1 + x.^2./m).^(0.5-MM) ./ (gamma(MM-1) .* sqrt(m.*pi));
pdf = exp(gamlnmmoh + log((1 + x.^2./m).^(0.5-MM)) - (gamlnmm1 + lrtmpi));

return

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