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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

simpbin_cdf(n, nn, mu, sigma)
% simpbin_cdf.m - compute Simplex Binomial Cumulative Distribution Function.
%   See "Univariate Discrete Distributions", Johnson, Kemp, and Kotz,
%   J. Wiley, p.491, 2005.
%   Note: dsitribution is derived from 4-parameter Simplex with 
%         alpha1 = alpha2 = -0.5.
%  Created by:  Jim Huntley,  10/02/07.

function [cdf] = simpbin_cdf(n, nn, mu, sigma)

sum1 = simpbin_pdf(0, nn, mu, sigma);
for jn = 1:n
    sum1 = sum1 + simpbin_pdf(jn, nn, mu, sigma);
cdf = sum1;


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