umontreal.iro.lecuyer.randvar

Class ParetoGen

java.lang.Object

umontreal.iro.lecuyer.randvar.RandomVariateGen

umontreal.iro.lecuyer.randvar.ParetoGen

public class ParetoGen
extends RandomVariateGen

This class implements random variate generators for one of the Pareto distributions, with parameters α > 0 and β > 0. Its density function is

f (x) = αβ^α / x^α+1 for x > β, 0 otherwise.

The (non-static) nextDouble method simply calls inverseF on the distribution.

Constructor Summary

Constructors

Constructor and Description
ParetoGen(RandomStream s, double alpha) Creates a Pareto random variate generator with parameters α = alpha and β = 1, using stream s.
ParetoGen(RandomStream s, double alpha, double beta) Creates a Pareto random variate generator with parameters α = alpha and β = beta, using stream s.
ParetoGen(RandomStream s, ParetoDist dist) Creates a new generator for the Pareto distribution dist and stream s.

Method Summary

Methods

Modifier and Type	Method and Description
double	getAlpha() Returns the parameter α of this object.
double	getBeta() Returns the parameter β of this object.
static double	nextDouble(RandomStream s, double alpha, double beta) Generates a new variate from the Pareto distribution with parameters α = alpha and β = beta, 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

ParetoGen

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

Creates a Pareto random variate generator with parameters α = alpha and β = beta, using stream s.

ParetoGen

public ParetoGen(RandomStream s,
         double alpha)

Creates a Pareto random variate generator with parameters α = alpha and β = 1, using stream s.

ParetoGen

public ParetoGen(RandomStream s,
         ParetoDist dist)

Creates a new generator for the Pareto distribution dist and stream s.

Method Detail

nextDouble

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

Generates a new variate from the Pareto distribution with parameters α = alpha and β = beta, 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.