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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

ztpoissum_pdf(n, nn, m, lambda)
% ztpoissum_pdf.m - evaluates a Zero-Truncated Poisson Sum Probability Density.
%   See "On the Sum of Independent Zero-Truncated Poisson Random Variables",   
%   J. Springael, 8 June 2006. 
%
%  Created by Jim Huntley,  08/30/11
%

function [pdf] = ztpoissum_pdf(n, nn, m, lambda)

%persistent coef llambda

%if(isempty(coef))
    llambda = log(lambda);
    coef = 1 / (exp(lambda)-1)^m;
%end

sumk = 0;
for jk = 1:m+1
    k = jk - 1;
    sumk = sumk + binomial_coef(m,k) * (-1)^k * (m-k)^n;
end
pdf = coef * (exp(log(max(sumk,eps)) + n*llambda - gammaln(n+1)));

return

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