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Generation of Random Variates

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Generation of Random Variates


James Huntley (view profile)


generates random variates from over 870 univariate distributions

rinvgaus_cdf(x, gamma, mu)
% rinvgaus_cdf.m - evaluates a Cumulative Reciprocal Inverse Gaussian Distribution.
%   See "Dataplot Reference Manual, RIGCDF", 8-197, NIST, 3/21/97.
%  Created by Jim Huntley,  11/24/03

function [cdf] = rinvgaus_cdf(x, gamma, mu)

arg = 1/x;
igcdf = invgaus_cdf(arg, gamma, mu);			% Inverse Gaussian CDF of 'arg'.
cdf = 1 - igcdf;


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