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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

rgp_pdf(n, a, alpha)
% rgp_pdf.m - evaluates a Restricted Generalized Poisson Probability Density.
%   See "Some Aspects of a Sub-Class of Modified Power Series Distributions",
%   S. Chakraborty, Dibrugargh U., http://interstat.statjournals.net/YEAR/2006/articles/0604001.pdf 
%
%   NOTE:  In order to run in a reasonable time, keep |a*alpha| ~< 0.9 !!!
%
%  Created by Jim Huntley,  01/14/08
%

function [pdf] = rgp_pdf(n, a, alpha)

pdf = exp((n-1)*log(1+n*alpha) + n*log(a) - a*(1+alpha*n) - gammaln(n+1));

return


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