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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

sichel_pdf(n, nu, theta, bet)
% sichel_pdf.m - evaluates a Sichel (GIGP) Probability Density.
%   See "Assessing Microdata Disclose Risk Using the Poisson-Inverse Gaussian Distribution",
%   M. Carlson, Statistics in Transition, Vol. 5, No. 6, p. 901, Dec., 2002
%
%  Created by Jim Huntley,  8/17/04
%

function [pdf] = sichel_pdf(n, nu, theta, bet)

%persistent logt1 logt2 t3

%if(isempty(logt1))
    logt1 = log(1-theta);
    logt2 = log(0.5*bet*theta);
    t3 = bet*sqrt(1-theta);
%end

%pdf = (1-theta)^(0.5*nu) * (0.5*bet*theta)^n * besselk(n+nu,bet) / ...
%   (factorial(n)*besselk(nu,bet*sqrt(1-theta)));
pdf = exp((0.5*nu)*logt1 + n*logt2 + log(besselk(n+nu,bet)) - ...
    (gammaln(n+1) + log(besselk(nu,t3))));

return

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