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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

tdexp_pdf(x, lambda, a, b)
% tdexp_pdf.m - evaluates a Truncated Double Exponential Probability denisity.
%   See "Applied Robust Statistics, Chapter 4, Truncated Distributions", 
%   D.J. Olive, http://www.math.siu.edu/olive/ch4.pdf.
%
%   Vector form of PDF!!!
%
%  Created by Jim Huntley,  01/11/10
%

function [pdf] = tdexp_pdf(x, lambda, a, b)

%persistent mu c coef

%if(isempty(coef))
    mu = 0.5 * (b-a) + a;
    c = (mu-a) / lambda;
    coef = 0.5 / ((1-exp(-c))*lambda);
%end

pdf = coef .* exp(-abs(x-mu)./lambda);

return





    

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