Home  |  About Us  |  Link To Us  |  FAQ  |  Contact

# rand_gamma 1.0

Date Added: September 08, 2013  |  Visits: 237

Generate a Gamma random variable "Statistical Distributions", Evans, Hastings, Peacock, 2nd Edition, Wiley, 1993, p.75-81INPUTS: (N,M) = size of array of random variables to generate b = scale parameter > 0 c = shape parameter > 0 probability density function (pdf) p(x) = (x/b)^(c-1) * exp(-x/b) / (b * gamma(c)) where gamma(c) is the gamma function (http://en.wikipedia.org/wiki/Gamma_function)Basic stats of the gamma distribution mean = b c variance = b^2 c generation method comes from http://en.wikipedia.org/wiki/Gamma_distrib...andom_variables notation: theta = b k = c the algorithm exploits several properties of the gamma (1) Gamma(b,1) ~ Exp(b) (an exponential random variable) (2) sum_{i=1}^{n} Gamma(b,c_i) ~ Gamma(b,c) where c=sum_{i=1}^{n} c_i plus acceptance-rejectance sampling

 Requirements: No special requirements Platforms: Matlab Keyword: Basic,  Distribution,  Gamma,  Generation,  Method,  Notation,  Stats,  Theta,  Variance Users rating: 0/10

 License: Shareware Size: 10 KB
USER REVIEWS
 More Reviews or Write Review
RAND_GAMMA RELATED
 Development Tools  -  Semi variance method and scaled windowed variance method for fractal time series analysis 1.0 Semi variance method and scaled windowed variance method for fractal time series analysis.Referernce: Evaluating scaled windowed variance methods for estimating the Hurst coefficient of time series Physica A: Statistical and Theoretical... 102.4 KB Development Editors  -  AnchorPower 0.8.0 AnchorPower is a very fast, simple and general random number generation method based on Inverse Transform and Taylor Series. It outperforms many excellent implementations, including Intel VSL, GSL and UNU, with particularly wide margin for Gamma,... 1.72 MB Development Tools  -  PWM generation 1.0 nother method of PWM generation using user defined block 10 KB Development Tools  -  Generalized Newton Raphson Method 1.0 Two methods are provided -1) an automatic updation method which can be effectively used outside of a loop since it writes out a newton-raphson computation file from the parameters received.2) a manual file generation method; effective when the... 10 KB Database Tools  -  ai_DB_table 1.0 ai_DB_table provides functionalities for dealing with MySQL DB tables hiding some complexities related with the use of SQL commands. It is based upon the PHPLIB MySQL class.It abstracts record sets so you can easily select, insert, delete and... 20.48 KB Audio Tools  -  VergePlayer 0.1 A digital audio player for use in an automotive environment. Features include playlist generation and system stats. Supports output through a serial LCD and input from the LCD's keypad interface. 10.24 KB Programming  -  Flask-OAuth 0.9 Flask-OAuth is a Flask extension that allows you to interact with remove OAuth enabled applications. Currently it only implements the consumer interface so you cannot expose your own API with OAuth. It depends on the python-oauth2 module. You can... 10.24 KB Mathematics  -  Random Number Pro 8.5 Random Number Pro is a practical math tool to generate random numbers according to different distributions. Only three steps you need do.Download and try it. Including Distributions: -Beta distribution, -Bernoulli distribution,... 837.5 KB Application Add-Ins  -  PDF-XChange SDK For Developers 2.5 PDF-XChange and the PDF-Tools SDK's are utilities to (for Merge/Split/Scan/Bookmark or direct conversion of Image formats to PDF) provide a simple and easy way to create native Adobe PDF files, with fully searchable text, with a variety of... 2.98 MB Development Tools  -  Complex Generalized Gaussian distribution generator 1.0 Generates complex generalized gaussian random variables with augmentedcovariance matrix Ta = [2*s 0; 0 2*s];and shape parameter c, where c = 1 corresponds to the Gaussian case.x = cggd_rand(c,s,N) generates a vector 1xN of complex samples with a... 1024 KB