# Discrete Random Variables

% [z zC Z ZC] = transRV(jointXY,C,opp,n) Numerically approximate the PDF of% a nonlinear combination of the random variables X and Y given the joint% distribution of X and Y. The joint distribution (jointXY) should be% generated using [jointXY, C] = hist3([x(:) y(:)]).%% z =...
Platforms: Matlab

License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (18): Algebraic Manipulation of Random Variables (Numerical) Download |

This collection generates random variables and vectors of random variables with various distributions, including Bernoulli, geometric, exponential, Gaussian, Poisson, discrete uniform, and continuous uniform, based on the parameters you input to the function.
Platforms: Matlab

License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (18): Random Variable Generation Download |

Using the Cholesky decomposition, it generates n iterations of multivariate Gaussian random variables for a given mean vector (mu) and variance-covariance matrix (sigma).mvgrnd(mu,sigma,n)
Platforms: Matlab

License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (18): MVGRND Download |

Fits the Laird-Ware Linear Random Effects Model. This model assumes that for each subject y=x*b+z*g+e where x and z are known m x p and m x r matricies, b is p x 1 parameter vector and g is a r vector which has a multivariate normal distribution with mean zero, e is a vector of identitcal...
Platforms: Matlab

License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (18): Laird-Ware Random Effects Model Download |

Heteroskedasticity is a sequence of random variables, that could affect statistical data if they have large variances.It will need and use the 'regstats' and 'chi2cdf' functions from the Statistics Toolbox. Requirements: - MATLAB 7.7 or higher - MATLAB's Statistics Toolbox
Platforms: Windows, Mac, *nix, Matlab, BSD Solaris

License: Freeware | Download (28): Heteroskedasticity Test Download |

BPSK SYSTEM SIMULATIONWe simulate the generation of random variables r0 and r1, which constitutes the input to detector. We begin by generating a binary sequence of 0?s and 1?s that occur with equal probability and are mutually (statistically) independent. For this, we use a Random number...
Platforms: Matlab

License: Freeware | Size: 10 KB | Download (18): BPSK Simulation for AWGN & Rayleigh Channels Download |

Functions written in 2007 for Master Thesis: "Simulating dependent random variables using copulas. Applications to Finance and Insurance". Functions include MVCOPRND - multivariate copula generator, CMLSTAT for estimation of copula parameters using Canonical Maximum Likelihood Method. Functions...
Platforms: Matlab

License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (18): Copula generation and estimation Download |

This function generate random variables distributed according to a truncated normal distribution (or, by a translation, to a normal distribution with positive support). This kind of problem is especially interesting for generating variables with MCMC methods.We use a mixed accept-reject...
Platforms: Matlab

License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (18): Normally and positive distributed pseudorandom numbers Download |

PoissRatioCdf computes the cumulative distribution function (cdf) and/or the probability mass function (pmf) of the random variable X which is proportional to the ratio of two independent Poisson random variables, X = constant * (Y_lambdaNum / Y_lambdaDen), where constant is given constant,...
Platforms: Matlab

License: Shareware | Cost: $0.00 USD | Size: 778.24 KB | Download (18): PoissRatioCdf Download |

This function generates Pareto random variables (of type I). See "Statistical Distributions", Evans, Hastings and Peacock, Wiley, 1993or http://www.maths.adelaide.edu.au/matthew.r...trns/node6.htmlor http://en.wikipedia.org/wiki/Pareto_distribution The Pareto distribution is a classic...
Platforms: Matlab

License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (18): randp.m Download |

This file obtain a Mann-Whitney's U of two random variables with continuous cumulative distribution associated to a p-value. This procedure is highly recommended for sample sizesnx and ny
Platforms: Matlab

License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (18): MW1cv Download |

This file obtain a Mann-Whitney's U of two random variables with continuous cumulative distribution associated to a p-value. This procedure is highly recommended for sample sizes 7< nx and ny
Platforms: Matlab

License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (18): MW2cv Download |

Probability of obtaining a Mann-Whitney's U of two random variables with continuous cumulative distribution. Based on the Fortran77 algorithm AS 62 Appl. Statist. (1973). This procedure is highly recommended for sample sizes 7< nx and ny
Platforms: Matlab

License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (18): MW2cdf Download |

Probability of obtaining a Mann-Whitney's U of two random variables with continuous cumulative distribution. It's based on the Mann-Whitney (1947). This procedure is highly recommended for sample sizes n1 and n2
Platforms: Matlab

License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (18): MW1cdf Download |

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 circulargaussian distribution with shape parameter...
Platforms: Matlab

License: Shareware | Cost: $0.00 USD | Size: 1024 KB | Download (19): Complex Generalized Gaussian distribution generator Download |

Mutual information I(X,Y) measures the degree of dependence (in terms of probability theory) between two random variables X and Y. Is is non-negative and equal to zero when X and Y are mutually independent. Conditional mutual information I(X,Y|Z) is the expected value of I(X,Y) given the value of...
Platforms: Matlab

License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (19): Kernel estimate for (Conditional) Mutual Information Download |

Y = BERNPDF(P) where P is an N x 1 vector returns the distribution of the sum of N Bernoulli random variables. Y is of length N+1 and Y(j) is equal to the probability that the sum adds to j+1. The vector P comprises the means of Bernoulli random variables, which is to say that P(k) is the...
Platforms: Matlab

License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (18): bernpdf Download |

Fligner-Policello is a non-parametric test of two combined random variables with continuous cumulative distribution. It is a robust rank-order test of treatment effects for populations which assumes neither normality nor equal variances (Behrens-Fisher problem). It does one assumption, which is...
Platforms: Matlab

License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (18): FPtest Download |

The EJS Radioactive Decay Distribution Model simulates the decay of a radioactive sample using discrete random events. It displays the distribution of the number of events (radioactive decays) in a fixed time interval. If each event is assumed to occur independently and spontaneously with a...
Platforms: Mac

License: Freeware | Size: 1.1 MB | Download (16): Radioactive Decay Distribution Model Download |

The EJS Radioactive Decay Model simulates the decay of a radioactive sample using discrete random events. It displays the number of radioactive nuclei as a function of time. You can change the initial number of nuclei and the decay constant as well as changing the plot to a semi-log plot. The...
Platforms: Mac

License: Freeware | Size: 1.1 MB | Download (16): Radioactive Decay Model Download |