umontreal.iro.lecuyer.randvar

Class FisherFGen

java.lang.Object

umontreal.iro.lecuyer.randvar.RandomVariateGen

umontreal.iro.lecuyer.randvar.FisherFGen

public class FisherFGen
extends RandomVariateGen

This class implements random variate generators for the Fisher F distribution with n and m degrees of freedom, where n and m are positive integers. The density function of this distribution is

f (x) = Γ((n + m)/2)n^n/2m^m/2/[Γ(n/2)Γ(m/2)]x^(n-2)/2/(m + nx)^(n+m)/2, for x > 0.

Constructor Summary

Constructors

Constructor and Description
FisherFGen(RandomStream s, FisherFDist dist) Creates a new generator for the distribution dist, using stream s.
FisherFGen(RandomStream s, int n, int m) Creates a Fisher F random variate generator with n and m degrees of freedom, using stream s.

Method Summary

Methods

Modifier and Type	Method and Description
int	getM() Returns the parameter p of this object.
int	getN() Returns the parameter n of this object.
static double	nextDouble(RandomStream s, int n, int m) Generates a variate from the Fisher F distribution with n and m degrees of freedom, 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

FisherFGen

public FisherFGen(RandomStream s,
          int n,
          int m)

Creates a Fisher F random variate generator with n and m degrees of freedom, using stream s.

FisherFGen

public FisherFGen(RandomStream s,
          FisherFDist dist)

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

Method Detail

nextDouble

public static double nextDouble(RandomStream s,
                int n,
                int m)

Generates a variate from the Fisher F distribution with n and m degrees of freedom, using stream s.

getN

public int getN()

Returns the parameter n of this object.

getM

public int getM()

Returns the parameter p of this object.