Code covered by the BSD License  

Highlights from
Generation of Random Variates

image thumbnail

Generation of Random Variates

by

James Huntley (view profile)

 

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



Contact us