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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

truncig_cdf(x,lambda,mu,x1,x2)
% truncig_cdf.m - compute Truncated Inverse Gaussian Cumulative Distribution Function.
%   See " Continuous Univariate Distributions", Johnson, Kotz and Balakrishnan,
%   J. Wiley, v.1, p.277, 1995.
%
%   Vector form of CDF!!!
%
%  Created by Jim Huntley,  10/09/07
%

function [cdf] = truncig_cdf(x,lambda,mu,x1,x2)

sz = size(x,2);
pdf = truncig_pdf(x,lambda,mu,x1,x2);
for jz = 1:sz
    if(jz < 3)
        cdf(jz) = trapz(pdf(1:jz));
    elseif(jz >= 3)
        cdf(jz) = simps(pdf(1:jz));
    end
end

return



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