Code covered by the BSD License  

Highlights from
Generation of Random Variates

image thumbnail

Generation of Random Variates


James Huntley


generates random variates from over 870 univariate distributions

poispois_cdf(n, lambda, theta)
% poispois_cdf.m - compute Poisson-Poisson Cumulative Distribution Function.
%   See "The Branching Process Method in Lagrange Random Variate Generation", L. Devroye.
%  Created by:  Jim Huntley,  05/19/05.

function [cdf] = poispois_cdf(n, lambda, theta)

sum1 = poispois_pdf(0, lambda, theta);
for jn = 1:n
    sum1 = sum1 + poispois_pdf(jn, lambda, theta);
cdf = sum1;

Contact us