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Generation of Random Variates

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Generation of Random Variates

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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);
end
cdf = sum1;
    
return



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