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Generation of Random Variates

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Generation of Random Variates



generates random variates from over 870 univariate distributions

trunlerch_pdf(n, a, b, z, s, ups)
% trunlerch_pdf.m - evaluatess a Truncated Lerch Probability Density.
%   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 [pdf] = trunlerch_pdf(n, a, b, z, s, ups)

%persistent c

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

pdf = c * z^n / (ups+n)^s;


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