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Generation of Random Variates

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Generation of Random Variates

by

James Huntley (view profile)

 

generates random variates from over 870 univariate distributions

poisgam_pdf(x, b, n, p)
% poisgam_pdf.m - evaluates a Poisson Gamma Probability Density.
%   See "Laplace Transforms, Mellin Transforms and Mixed Poisson Processes", 
%   P. Albrecht, Scand. Actuarial J., vol.1, p.58, 1984.
%
%   Vector form of PDF!!!
%
%  Created by Jim Huntley,  06/15/09
%

function [pdf] = poisgam_pdf(x, b, n, p)

%persistent coef

%if(isempty(coef))
    coef = (p-1) * b^(p-1) / (n * beta(n,p));
%end

pdf = coef .* x.^n ./ (b+x).^(n+p);

return

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