Page 104 - Computational Statistics Handbook with MATLAB

Chapter 4: Generating Random Variables 91

% the theoretical density - see Chapter 5.
N = N/(h(2)-h(1))/n;
% Do the plots.
bar(h,N,1,'w')
hold on
plot(x,y)
hold off
xlabel('X')
ylabel('f(x) - Exponential')

2
1.8

1.6
1.4
f(x) − Exponential 1
1.2

0.8
0.6
0.4
0.2
0
0 0.5 1 1.5 2 2.5 3 3.5 4 4.5 5
X

F FI IG URE G 4. RE 4. 4 4
U
F F II GU RE RE 4. 4. 4
4
GU
This shows a probability density histogram of the random variables generated in
Example 4.6. We also superimpose the curve corresponding to the theoretical probability
density function with λ = 2 . The histogram and the curve match quite well.

GGaamm ma
a
Ga
Gammm mama
In this section, we present an algorithm for generating a gamma random vari-
able with parameters t λ,( ) , where t is an integer. Recall that it has the follow-
ing distribution function

© 2002 by Chapman & Hall/CRC