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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

waldstat_cdf(x, r, nn, k)
% waldstat_cdf.m - evaluates a Wald-Statistic Cumulative Distribution.
%   See "An Exact, Unified Distributional Characterization of
%   Statistics used to Test Linear Hypotheses in Simple Regression
%   Models", T. Parker, 20 May, 2010. 
%
%  Created by Jim Huntley,  10/19/11
%

function [cdf] = waldstat_cdf(x, r, nn, k)

pdf = waldstat_pdf(x, r, nn, k);
dx = x(2) - x(1);
sx = size(x,2);
for jx = 1:sx
    if(jx <= 2)
        cdf(jx) = trapz(pdf(1:jx)) * dx;
    elseif(jx > 2)
        cdf(jx) = simps(pdf(1:jx)) * dx;
    end
end

return

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