Code covered by the BSD License  

Highlights from
Generation of Random Variates

image thumbnail

Generation of Random Variates


James Huntley (view profile)


generates random variates from over 870 univariate distributions

trunpar2_cdf(x, alpha, T)
% trunpar2_cdf.m - evaluates a Truncated Pareto 2 Cumulative Distribution.
%   See "Difficulties in Simulating Queues eith Pareto Service", D. Gross et al,
%   George Mason U., Proc 2002 Winter Simulation Conference.
%  Created by Jim Huntley,  08/09/06

function [cdf] = trunpar2_cdf(x, alpha, T)

cdf = (1 - (1+x)^(-alpha)) / (1 - (1+T)^(-alpha));


Contact us