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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

trunlerch_cdf(n, a, b, z, s, ups)
% trunlerch_cdf.m - evaluatess a Truncated Lerch Cumulative Distribution.
%   See "Auxiliary Information for Article
%   Some Properties of the Lerch Family of Discrete Distributions", 
%   S.V. Askenov and M.A. Savageau, preprint submitted to Elsevier Science,
%   1 February, 2008.
%  Created by Jim Huntley,  12/16/08

function [cdf] = trunlerch_cdf(n, a, b, z, s, ups)

%persistent c c1

    c1 = z^a * lerch(z, s, ups+a);
    c = 1 / (c1 - z^(b+1) * lerch(z,s,ups+b+1));

cdf = c * (c1 - z^(n+1) * lerch(z,s,ups+n+1)); 


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