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

pearson8_pdf(x, a, b)
% pearson8_pdf.m - evaluates a Pearson VIII Probability Density.
%   See "Non-Uniform Random Deviates", L. Devroye, Chapter 9.
%  Created by Jim Huntley,  08/18/06

function [pdf] = pearson8_pdf(x, a, b)

c = (1-b)/a;
pdf = c * (1+x/a)^(-b);


Contact us