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Generation of Random Variates

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Generation of Random Variates



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);


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