umontreal.iro.lecuyer.randvar

Class BetaGen

java.lang.Object

umontreal.iro.lecuyer.randvar.RandomVariateGen

umontreal.iro.lecuyer.randvar.BetaGen

Direct Known Subclasses:

BetaRejectionLoglogisticGen, BetaStratifiedRejectionGen, BetaSymmetricalGen

public class BetaGen
extends RandomVariateGen

This class implements random variate generators with the beta distribution with shape parameters α > 0 and β > 0, over the interval (a, b), where a < b. The density function of this distribution is

f (x) = [Γ(α + β)/(Γ(α)Γ(β)(b - a)^α+β-1)](x - a)^α-1(b - x)^β-1 for a < x < b,

and f (x) = 0 elsewhere, where Γ(x) is the gamma function defined in GammaGen. Local copies of the parameters α, β, a, and b are maintained in this class. The (non-static) nextDouble method simply calls inverseF on the distribution.

Constructor Summary

Constructors

Constructor and Description
BetaGen(RandomStream s, BetaDist dist) Creates a new generator for the distribution dist, using stream s.
BetaGen(RandomStream s, double alpha, double beta) Creates a new beta generator with parameters α = alpha and β = beta, over the interval (0, 1), using stream s.
BetaGen(RandomStream s, double alpha, double beta, double a, double b) Creates a new beta generator with parameters α = alpha and β = beta, over the interval (a, b), using stream s.

Method Summary

Methods

Modifier and Type	Method and Description
double	getA() Returns the parameter a of this object.
double	getAlpha() Returns the parameter α of this object.
double	getB() Returns the parameter b of this object.
double	getBeta() Returns the parameter β of this object.
static double	nextDouble(RandomStream s, double alpha, double beta, double a, double b) Generates a variate from the beta distribution with parameters α = alpha, β = beta, over the interval (a, b), using stream s.

Methods inherited from class umontreal.iro.lecuyer.randvar.RandomVariateGen

getDistribution, getStream, nextArrayOfDouble, nextDouble, setStream

Methods inherited from class java.lang.Object

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

Constructor Detail

BetaGen

public BetaGen(RandomStream s,
       double alpha,
       double beta,
       double a,
       double b)

Creates a new beta generator with parameters α = alpha and β = beta, over the interval (a, b), using stream s.

BetaGen

public BetaGen(RandomStream s,
       double alpha,
       double beta)

Creates a new beta generator with parameters α = alpha and β = beta, over the interval (0, 1), using stream s.

BetaGen

public BetaGen(RandomStream s,
       BetaDist dist)

Creates a new generator for the distribution dist, using stream s.

Method Detail

nextDouble

public static double nextDouble(RandomStream s,
                double alpha,
                double beta,
                double a,
                double b)

Generates a variate from the beta distribution with parameters α = alpha, β = beta, over the interval (a, b), using stream s.

getAlpha

public double getAlpha()

Returns the parameter α of this object.

getBeta

public double getBeta()

Returns the parameter β of this object.

getA

public double getA()

Returns the parameter a of this object.

getB

public double getB()

Returns the parameter b of this object.