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Generation of Random Variates

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Generation of Random Variates


James Huntley


generates random variates from over 870 univariate distributions

trunpar2_pdf(x, alpha, T);
% trunpar2_pdf.m - evaluates a Truncated Pareto 2 Probability Density.
%   See "Difficulties in Simulating Queues with Pareto Service", D. Gross et al,
%   George Mason U., Proc 2002 Winter Simulation Conference.
%  Created by Jim Huntley,  08/09/06

function [y] = trunpar2_pdf(x, alpha, T);

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


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