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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

tdiff_pdf(x, nu)
% tdiff_pdf.m - evaluates a T-Difference Probability Density.
%   See "Continuous Univariate Distributions", Vol.2, Johnson, Kotz, 
%   & Balakrishnan, J. Wiley, 1995, p.411.
%   Vector Form of PDF!!!
%  Created by Jim Huntley,  01/06/10

function [pdf] = tdiff_pdf(x, nu)

dx = x(2)-x(1);
cdf = tdiff_cdf(x, nu);
pdf = filter(-smooth_diff(4),1,cdf)/dx;



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