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Generation of Random Variates

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Generation of Random Variates


James Huntley


generates random variates from over 870 univariate distributions

% poispear1_int_cdf.m - computes a discrete Poisson Pearson 1 Cumulative Distribution Function.
%   See "Laplace Transforms, Mellin Transforms and Mixed Poisson Processes", 
%   P. Albrecht, Scand. Actuarial J., vol.1, p.58, 1984.
%  Created by Jim Huntley,  09/22/09

function [cdf] = poispear1_int_cdf(n,a,b,t,p,q,nmax)

sum1 = poispear1_int_pdf(0, a, b, t, p, q, nmax);
for jn = 1:n
    sum1 = sum1 + poispear1_int_pdf(jn, a, b, t, p, q, nmax);
cdf = sum1;


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