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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

shftpar_cdf(x, alpha, mu)
% shftpar_cdf.m - evaluates a Shifted Pareto Cumulative Distribution.
%   See "On Recursive evaluation of Mixed Poisson Probabilities and Related Quantities", 
%   G.E.Willmot, Scand. Actuarial J., vol.2, p.114, 1993. 
%  Created by Jim Huntley,  05/12/09

function [cdf] = shftpar_cdf(x, alpha, mu)

cdf = 1 - mu^alpha .* x.^(-alpha);


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