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Generation of Random Variates

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Generation of Random Variates

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generates random variates from over 870 univariate distributions

trunvoda_pdf(x, theta, k, xt)
% trunvoda_pdf.m - evaluates a Truncated Voda Probability denisity.
%   See " Continuous Univariate Distributions", Johnson, Kotz and Balakrishnan,
%   J. Wiley, v.1, p.479, 1995. 
%
%   Created by  J. Huntley,  10/18/07.
%
%   Vector form of PDF!!!
%
%   Calls 'voda_pdf.m', 'voda_cdf.m'
%

function [pdf] = trunvoda_pdf(x, theta, k, xt)

%persistent coef

%Initializations.
%if(isempty(coef))
    nx = 1000;
    dx = xt / (nx-1);
    xtt = 0:dx:xt;
    c = voda_cdf(xtt,theta,k);
    coef = 1 - c(end);
%end

% Evaluate PDF.
pdf = voda_pdf(x,theta,k) ./ coef;

return


    

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