Code covered by the BSD License  

Highlights from
Generation of Random Variates

image thumbnail

Generation of Random Variates



generates random variates from over 870 univariate distributions

sibuya_cdf(n, gamma)
% sibuya_cdf.m - compute Sibuya Cumulative Distribution Function.
%   See "A Triptych of Discrete Distributions ... ", L. Devroye, web.
%  Created by Jim Huntley,  9/10/04

function [cdf] = sibuya_cdf(n, gamma)

sum1 = sibuya_pdf(1, gamma);
for ji = 2:n
    sum1 = sum1 + sibuya_pdf(ji, gamma);
cdf = sum1;

Contact us