Approximation for the Tracy-Widom laws

A simple and accurate approximation for the Tracy-Widom distributions (both pdf and CDF)

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% SHIFTED GAMMA APPROXIMATION FOR THE TRACY-WIDOM LAWS, by M. Chiani, 2012
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% TW ~ Gamma[k,theta]-alpha
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% [pdf,cdf]=tracywidom_appx(x,2) gives the approximated pdf(x) and CDF(x) of the TW2
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% [pdf,cdf]=tracywidom_appx(x,i) for i=1,2,4 gives TW1, TW2, TW4
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% see paper M.Chiani, "Distribution of the largest eigenvalue for real
% Wishart and Gaussian random matrices and a simple approximation for the
% Tracy-Widom distribution", submitted 2012, ArXiv
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A script file for plotting the pdf and CDF is also included.