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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

% trunexval_cdf.m - compute Truncated Extreme Value Cumulative Distribution Function.
%   See "Generating NonUnifom Random Deviates", Chap. 7, L. Devroye.             
%  Created by:  Jim Huntley,  09/07/06.

function [cdf] = trunexval_cdf(x,a)

cdf = 1 - exp(-(exp(x)-1)/a);


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