umontreal.iro.lecuyer.probdist

Class GammaDistFromMoments

java.lang.Object

umontreal.iro.lecuyer.probdist.ContinuousDistribution

umontreal.iro.lecuyer.probdist.GammaDist

umontreal.iro.lecuyer.probdist.GammaDistFromMoments

All Implemented Interfaces:

Distribution

public class GammaDistFromMoments
extends GammaDist

Extends the GammaDist distribution with constructors accepting the mean μ and variance σ² as arguments instead of a shape parameter α and a scale parameter λ. Since μ = α/λ, and σ² = α/λ², the shape and scale parameters are α = μ²/σ², and λ = μ/σ², respectively.

Field Summary

Fields inherited from class umontreal.iro.lecuyer.probdist.ContinuousDistribution

decPrec

Constructor Summary

Constructors

Constructor and Description
GammaDistFromMoments(double mean, double var) Constructs a gamma distribution with mean mean, and variance var.
GammaDistFromMoments(double mean, double var, int d) Constructs a gamma distribution with mean mean, variance var, and d decimal of precision.

Method Summary

Methods inherited from class umontreal.iro.lecuyer.probdist.GammaDist

barF, barF, barF, cdf, cdf, cdf, density, density, getAlpha, getInstanceFromMLE, getLambda, getMaximumLikelihoodEstimate, getMean, getMean, getMLE, getParams, getStandardDeviation, getStandardDeviation, getVariance, getVariance, inverseF, inverseF, inverseF, setParams, toString

Methods inherited from class umontreal.iro.lecuyer.probdist.ContinuousDistribution

getXinf, getXsup, inverseBisection, inverseBrent, setXinf, setXsup

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, wait, wait, wait

Constructor Detail

GammaDistFromMoments

public GammaDistFromMoments(double mean,
                    double var,
                    int d)

Constructs a gamma distribution with mean mean, variance var, and d decimal of precision.

Parameters:

mean - the desired mean.

var - the desired variance.

d - the number of decimals of precision.

GammaDistFromMoments

public GammaDistFromMoments(double mean,
                    double var)

Constructs a gamma distribution with mean mean, and variance var.

Parameters:

mean - the desired mean.

var - the desired variance.