Distribution Class

A MATLAB class to handle random variables by their distributions.

A MATLAB class to handle random variables by their distributions.

In the current version the class provides some basic standard distributions and standard operations like addition of independent random variables. It simplifies working with random variables, since operations are overloaded, such that it is possible to type "X+Y" or "min(X,Y)" to obtain the resulting distribution.

Whenever possible and implemented, the class tries to use an analytical solution for a operation on known distributions. Otherwise, the operations will be performed numerically. Also arbitrary distributions can be created by providing the numeric values of their PDFs.

So far, the class is in a development status and not very well documentated.