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Generation of Random Variates

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Generation of Random Variates



generates random variates from over 870 univariate distributions

takacs_pdf(n, P, mu)
% takacs_pdf.m - evaluates a Takacs Probability Density.
%   See "A Generalized Ploya-Eggenberger Model Generating Various Discrete 
%   Probability Distributions", Indian J. of Stat., v.58, Ser A, Pt.2, p243, 1996.
%  Created by Jim Huntley,  08/18/11

function [pdf] = takacs_pdf(n, P, mu)

Q = 1 + P;
pdf = mu * binomial_coef((mu+1)*n-1,n-1) * (P/Q)^(n-1) / (((mu+1)*n-1)*Q^(mu*n));


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