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Generation of Random Variates

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Generation of Random Variates


James Huntley


generates random variates from over 870 univariate distributions

trgenpois_pdf(n, theta, lambda, m)
% trgenpois_pdf.m - evaluates a Truncated Generalized Poisson Probability Density.
%   See "On the Analaysis of the Truncated Generalized Poisson Distribution Using a Bayesian Method", 
%   D. P. M. Scollnik, U. Maryland.
%  Created by Jim Huntley,  8/25/06

function [pdf] = trgenpois_pdf(n, theta, lambda, m)

GP = genpoiss_pdf(n, theta, lambda);
K = 0;
for jx = 1:m+1
    K = K + genpoiss_pdf(jx-1, theta, lambda);
pdf = GP / K;


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