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wggamcdf

PURPOSE ^

Generalized Gamma cumulative distribution function

SYNOPSIS ^

F = wggamcdf(x,a,b,c);

DESCRIPTION ^

 WGGAMCDF Generalized Gamma cumulative distribution function
 
  CALL:  F = wggamcdf(x,a,b,c);
 
         F = distribution function evaluated at x
     a,b,c = parameters
 
  The generalized Gamma distribution is defined by its pdf
 
  f(x;a,b,c)=c*x^(a*c-1)/b^(a*c)*exp(-(x/b)^c)/gamma(a), x>=0, a,b,c>0
  
  Example: 
    x = linspace(0,7,200);
    p1 = wggamcdf(x,1,2,1); p2 = wggamcdf(x,3,1,1);
    plot(x,p1,x,p2)

CROSS-REFERENCE INFORMATION ^

This function calls: This function is called by:

SOURCE CODE ^

001 function F = wggamcdf(x,a,b,c);
002 %WGGAMCDF Generalized Gamma cumulative distribution function
003 %
004 % CALL:  F = wggamcdf(x,a,b,c);
005 %
006 %        F = distribution function evaluated at x
007 %    a,b,c = parameters
008 %
009 % The generalized Gamma distribution is defined by its pdf
010 %
011 % f(x;a,b,c)=c*x^(a*c-1)/b^(a*c)*exp(-(x/b)^c)/gamma(a), x>=0, a,b,c>0
012 % 
013 % Example: 
014 %   x = linspace(0,7,200);
015 %   p1 = wggamcdf(x,1,2,1); p2 = wggamcdf(x,3,1,1);
016 %   plot(x,p1,x,p2)
017 
018 % Reference: Cohen & Whittle, (1988) "Parameter Estimation in Reliability
019 % and Life Span Models", p. 220 ff, Marcel Dekker.
020 
021 % Tested on; Matlab 5.3
022 % History: 
023 % revised pab 23.10.2000
024 %  - added comnsize, nargchk+ default values on b c.
025 % added ms 09.08.2000
026 
027 
028 error(nargchk(2,4,nargin))
029 if nargin<3|isempty(b),  b=1; end
030 if nargin<4|isempty(c),  c=1; end
031 [errorcode x a b c] = comnsize(x,a,b,c);
032 
033 if errorcode > 0
034   error('x, a, b and c must be of common size or scalar.');
035 end
036 
037 F = zeros(size(x));
038 ok= ((a >0) & (b> 0) & (c>0));
039 
040 
041 k=find(x >= 0 & ok);
042 if any(k),
043   F(k)= gammainc((x(k)./b(k)).^c(k),a(k));
044 end
045 
046 %   Return NaN if the arguments are outside their respective limits.
047 k3 = find(~ok);     
048 if any(k3)
049   tmp = NaN;
050   F(k3) = tmp(ones(size(k3)));
051 end
052 
053 
054 
055 
056 
057

Mathematical Statistics
Centre for Mathematical Sciences
Lund University with Lund Institute of Technology

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