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Section: Random Number Generation
Generates random variables with a gamma distribution. The general syntax for its use is
y = randgamma(a,r),
where a
and r
are vectors describing the parameters of the gamma distribution. Roughly speaking, if a
is the mean time between changes of a Poisson random process, and we wait for the r
change, the resulting wait time is Gamma distributed with parameters a
and r
.
The Gamma distribution arises in Poisson random processes. It represents the waiting time to the occurance of the r
-th event in a process with mean time a
between events. The probability distribution of a Gamma random variable is
Note also that for integer values of r
that a Gamma random variable is effectively the sum of r
exponential random variables with parameter a
.
Here we use the randgamma
function to generate Gamma-distributed random variables, and then generate them again using the randexp
function.
--> randgamma(1,15*ones(1,9)) ans = Columns 1 to 7 10.0227 12.4783 18.0388 21.7056 14.1249 15.9260 22.0177 Columns 8 to 9 15.9170 24.3781 --> sum(randexp(ones(15,9))) ans = Columns 1 to 7 14.5031 12.8908 10.5201 16.9976 9.8463 12.7479 13.6879 Columns 8 to 9 21.7005 11.4172