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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

trunpear6_pdf(x, bet)
% trunpear6_pdf.m - evaluates a Truncated Pearson VI Probability Density.
%   See "Continuous Univariate Distributions", Johnson, Kemp and Kotz,
%   J. Wiley, v.2, p.347, 1995.
%    Created by:    J. Huntley,  10/11/2007

function [pdf] = trunpear6_pdf(x, bet)

%persistent coef 

    coef = bet / log(1+bet);

pdf = coef / (1+bet*x);


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